repo_name
stringlengths
6
112
path
stringlengths
4
204
copies
stringlengths
1
3
size
stringlengths
4
6
content
stringlengths
714
810k
license
stringclasses
15 values
acmaheri/sms-tools
software/models_interface/hprModel_function.py
18
3728
# function to call the main analysis/synthesis functions in software/models/hprModel.py import numpy as np import matplotlib.pyplot as plt import os, sys from scipy.signal import get_window sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../models/')) import utilFunctions as UF import hprModel as HPR import stft as STFT def main(inputFile='../../sounds/sax-phrase-short.wav', window='blackman', M=601, N=1024, t=-100, minSineDur=0.1, nH=100, minf0=350, maxf0=700, f0et=5, harmDevSlope=0.01): """ Perform analysis/synthesis using the harmonic plus residual model inputFile: input sound file (monophonic with sampling rate of 44100) window: analysis window type (rectangular, hanning, hamming, blackman, blackmanharris) M: analysis window size; N: fft size (power of two, bigger or equal than M) t: magnitude threshold of spectral peaks; minSineDur: minimum duration of sinusoidal tracks nH: maximum number of harmonics; minf0: minimum fundamental frequency in sound maxf0: maximum fundamental frequency in sound; f0et: maximum error accepted in f0 detection algorithm harmDevSlope: allowed deviation of harmonic tracks, higher harmonics have higher allowed deviation """ # size of fft used in synthesis Ns = 512 # hop size (has to be 1/4 of Ns) H = 128 # read input sound (fs, x) = UF.wavread(inputFile) # compute analysis window w = get_window(window, M) # find harmonics and residual hfreq, hmag, hphase, xr = HPR.hprModelAnal(x, fs, w, N, H, t, minSineDur, nH, minf0, maxf0, f0et, harmDevSlope) # compute spectrogram of residual mXr, pXr = STFT.stftAnal(xr, fs, w, N, H) # synthesize hpr model y, yh = HPR.hprModelSynth(hfreq, hmag, hphase, xr, Ns, H, fs) # output sound file (monophonic with sampling rate of 44100) outputFileSines = 'output_sounds/' + os.path.basename(inputFile)[:-4] + '_hprModel_sines.wav' outputFileResidual = 'output_sounds/' + os.path.basename(inputFile)[:-4] + '_hprModel_residual.wav' outputFile = 'output_sounds/' + os.path.basename(inputFile)[:-4] + '_hprModel.wav' # write sounds files for harmonics, residual, and the sum UF.wavwrite(yh, fs, outputFileSines) UF.wavwrite(xr, fs, outputFileResidual) UF.wavwrite(y, fs, outputFile) # create figure to plot plt.figure(figsize=(12, 9)) # frequency range to plot maxplotfreq = 5000.0 # plot the input sound plt.subplot(3,1,1) plt.plot(np.arange(x.size)/float(fs), x) plt.axis([0, x.size/float(fs), min(x), max(x)]) plt.ylabel('amplitude') plt.xlabel('time (sec)') plt.title('input sound: x') # plot the magnitude spectrogram of residual plt.subplot(3,1,2) maxplotbin = int(N*maxplotfreq/fs) numFrames = int(mXr[:,0].size) frmTime = H*np.arange(numFrames)/float(fs) binFreq = np.arange(maxplotbin+1)*float(fs)/N plt.pcolormesh(frmTime, binFreq, np.transpose(mXr[:,:maxplotbin+1])) plt.autoscale(tight=True) # plot harmonic frequencies on residual spectrogram if (hfreq.shape[1] > 0): harms = hfreq*np.less(hfreq,maxplotfreq) harms[harms==0] = np.nan numFrames = int(harms[:,0].size) frmTime = H*np.arange(numFrames)/float(fs) plt.plot(frmTime, harms, color='k', ms=3, alpha=1) plt.xlabel('time(s)') plt.ylabel('frequency(Hz)') plt.autoscale(tight=True) plt.title('harmonics + residual spectrogram') # plot the output sound plt.subplot(3,1,3) plt.plot(np.arange(y.size)/float(fs), y) plt.axis([0, y.size/float(fs), min(y), max(y)]) plt.ylabel('amplitude') plt.xlabel('time (sec)') plt.title('output sound: y') plt.tight_layout() plt.show() if __name__ == "__main__": main()
agpl-3.0
hdmetor/scikit-learn
sklearn/linear_model/tests/test_least_angle.py
44
17033
import tempfile import shutil import os.path as op import warnings from nose.tools import assert_equal import numpy as np from scipy import linalg from sklearn.cross_validation import train_test_split from sklearn.externals import joblib from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_raises from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_no_warnings, assert_warns from sklearn.utils import ConvergenceWarning from sklearn import linear_model, datasets from sklearn.linear_model.least_angle import _lars_path_residues diabetes = datasets.load_diabetes() X, y = diabetes.data, diabetes.target # TODO: use another dataset that has multiple drops def test_simple(): # Principle of Lars is to keep covariances tied and decreasing # also test verbose output from sklearn.externals.six.moves import cStringIO as StringIO import sys old_stdout = sys.stdout try: sys.stdout = StringIO() alphas_, active, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", verbose=10) sys.stdout = old_stdout for (i, coef_) in enumerate(coef_path_.T): res = y - np.dot(X, coef_) cov = np.dot(X.T, res) C = np.max(abs(cov)) eps = 1e-3 ocur = len(cov[C - eps < abs(cov)]) if i < X.shape[1]: assert_true(ocur == i + 1) else: # no more than max_pred variables can go into the active set assert_true(ocur == X.shape[1]) finally: sys.stdout = old_stdout def test_simple_precomputed(): # The same, with precomputed Gram matrix G = np.dot(diabetes.data.T, diabetes.data) alphas_, active, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, Gram=G, method="lar") for i, coef_ in enumerate(coef_path_.T): res = y - np.dot(X, coef_) cov = np.dot(X.T, res) C = np.max(abs(cov)) eps = 1e-3 ocur = len(cov[C - eps < abs(cov)]) if i < X.shape[1]: assert_true(ocur == i + 1) else: # no more than max_pred variables can go into the active set assert_true(ocur == X.shape[1]) def test_all_precomputed(): # Test that lars_path with precomputed Gram and Xy gives the right answer X, y = diabetes.data, diabetes.target G = np.dot(X.T, X) Xy = np.dot(X.T, y) for method in 'lar', 'lasso': output = linear_model.lars_path(X, y, method=method) output_pre = linear_model.lars_path(X, y, Gram=G, Xy=Xy, method=method) for expected, got in zip(output, output_pre): assert_array_almost_equal(expected, got) def test_lars_lstsq(): # Test that Lars gives least square solution at the end # of the path X1 = 3 * diabetes.data # use un-normalized dataset clf = linear_model.LassoLars(alpha=0.) clf.fit(X1, y) coef_lstsq = np.linalg.lstsq(X1, y)[0] assert_array_almost_equal(clf.coef_, coef_lstsq) def test_lasso_gives_lstsq_solution(): # Test that Lars Lasso gives least square solution at the end # of the path alphas_, active, coef_path_ = linear_model.lars_path(X, y, method="lasso") coef_lstsq = np.linalg.lstsq(X, y)[0] assert_array_almost_equal(coef_lstsq, coef_path_[:, -1]) def test_collinearity(): # Check that lars_path is robust to collinearity in input X = np.array([[3., 3., 1.], [2., 2., 0.], [1., 1., 0]]) y = np.array([1., 0., 0]) f = ignore_warnings _, _, coef_path_ = f(linear_model.lars_path)(X, y, alpha_min=0.01) assert_true(not np.isnan(coef_path_).any()) residual = np.dot(X, coef_path_[:, -1]) - y assert_less((residual ** 2).sum(), 1.) # just make sure it's bounded n_samples = 10 X = np.random.rand(n_samples, 5) y = np.zeros(n_samples) _, _, coef_path_ = linear_model.lars_path(X, y, Gram='auto', copy_X=False, copy_Gram=False, alpha_min=0., method='lasso', verbose=0, max_iter=500) assert_array_almost_equal(coef_path_, np.zeros_like(coef_path_)) def test_no_path(): # Test that the ``return_path=False`` option returns the correct output alphas_, active_, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar") alpha_, active, coef = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_no_path_precomputed(): # Test that the ``return_path=False`` option with Gram remains correct G = np.dot(diabetes.data.T, diabetes.data) alphas_, active_, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", Gram=G) alpha_, active, coef = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", Gram=G, return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_no_path_all_precomputed(): # Test that the ``return_path=False`` option with Gram and Xy remains correct X, y = 3 * diabetes.data, diabetes.target G = np.dot(X.T, X) Xy = np.dot(X.T, y) alphas_, active_, coef_path_ = linear_model.lars_path( X, y, method="lasso", Gram=G, Xy=Xy, alpha_min=0.9) print("---") alpha_, active, coef = linear_model.lars_path( X, y, method="lasso", Gram=G, Xy=Xy, alpha_min=0.9, return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_singular_matrix(): # Test when input is a singular matrix X1 = np.array([[1, 1.], [1., 1.]]) y1 = np.array([1, 1]) alphas, active, coef_path = linear_model.lars_path(X1, y1) assert_array_almost_equal(coef_path.T, [[0, 0], [1, 0]]) def test_rank_deficient_design(): # consistency test that checks that LARS Lasso is handling rank # deficient input data (with n_features < rank) in the same way # as coordinate descent Lasso y = [5, 0, 5] for X in ([[5, 0], [0, 5], [10, 10]], [[10, 10, 0], [1e-32, 0, 0], [0, 0, 1]], ): # To be able to use the coefs to compute the objective function, # we need to turn off normalization lars = linear_model.LassoLars(.1, normalize=False) coef_lars_ = lars.fit(X, y).coef_ obj_lars = (1. / (2. * 3.) * linalg.norm(y - np.dot(X, coef_lars_)) ** 2 + .1 * linalg.norm(coef_lars_, 1)) coord_descent = linear_model.Lasso(.1, tol=1e-6, normalize=False) coef_cd_ = coord_descent.fit(X, y).coef_ obj_cd = ((1. / (2. * 3.)) * linalg.norm(y - np.dot(X, coef_cd_)) ** 2 + .1 * linalg.norm(coef_cd_, 1)) assert_less(obj_lars, obj_cd * (1. + 1e-8)) def test_lasso_lars_vs_lasso_cd(verbose=False): # Test that LassoLars and Lasso using coordinate descent give the # same results. X = 3 * diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso') lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8) for c, a in zip(lasso_path.T, alphas): if a == 0: continue lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01) # similar test, with the classifiers for alpha in np.linspace(1e-2, 1 - 1e-2, 20): clf1 = linear_model.LassoLars(alpha=alpha, normalize=False).fit(X, y) clf2 = linear_model.Lasso(alpha=alpha, tol=1e-8, normalize=False).fit(X, y) err = linalg.norm(clf1.coef_ - clf2.coef_) assert_less(err, 1e-3) # same test, with normalized data X = diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso') lasso_cd = linear_model.Lasso(fit_intercept=False, normalize=True, tol=1e-8) for c, a in zip(lasso_path.T, alphas): if a == 0: continue lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01) def test_lasso_lars_vs_lasso_cd_early_stopping(verbose=False): # Test that LassoLars and Lasso using coordinate descent give the # same results when early stopping is used. # (test : before, in the middle, and in the last part of the path) alphas_min = [10, 0.9, 1e-4] for alphas_min in alphas_min: alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', alpha_min=0.9) lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8) lasso_cd.alpha = alphas[-1] lasso_cd.fit(X, y) error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_) assert_less(error, 0.01) alphas_min = [10, 0.9, 1e-4] # same test, with normalization for alphas_min in alphas_min: alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', alpha_min=0.9) lasso_cd = linear_model.Lasso(fit_intercept=True, normalize=True, tol=1e-8) lasso_cd.alpha = alphas[-1] lasso_cd.fit(X, y) error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_) assert_less(error, 0.01) def test_lasso_lars_path_length(): # Test that the path length of the LassoLars is right lasso = linear_model.LassoLars() lasso.fit(X, y) lasso2 = linear_model.LassoLars(alpha=lasso.alphas_[2]) lasso2.fit(X, y) assert_array_almost_equal(lasso.alphas_[:3], lasso2.alphas_) # Also check that the sequence of alphas is always decreasing assert_true(np.all(np.diff(lasso.alphas_) < 0)) def test_lasso_lars_vs_lasso_cd_ill_conditioned(): # Test lasso lars on a very ill-conditioned design, and check that # it does not blow up, and stays somewhat close to a solution given # by the coordinate descent solver # Also test that lasso_path (using lars_path output style) gives # the same result as lars_path and previous lasso output style # under these conditions. rng = np.random.RandomState(42) # Generate data n, m = 70, 100 k = 5 X = rng.randn(n, m) w = np.zeros((m, 1)) i = np.arange(0, m) rng.shuffle(i) supp = i[:k] w[supp] = np.sign(rng.randn(k, 1)) * (rng.rand(k, 1) + 1) y = np.dot(X, w) sigma = 0.2 y += sigma * rng.rand(*y.shape) y = y.squeeze() lars_alphas, _, lars_coef = linear_model.lars_path(X, y, method='lasso') _, lasso_coef2, _ = linear_model.lasso_path(X, y, alphas=lars_alphas, tol=1e-6, fit_intercept=False) assert_array_almost_equal(lars_coef, lasso_coef2, decimal=1) def test_lasso_lars_vs_lasso_cd_ill_conditioned2(): # Create an ill-conditioned situation in which the LARS has to go # far in the path to converge, and check that LARS and coordinate # descent give the same answers # Note it used to be the case that Lars had to use the drop for good # strategy for this but this is no longer the case with the # equality_tolerance checks X = [[1e20, 1e20, 0], [-1e-32, 0, 0], [1, 1, 1]] y = [10, 10, 1] alpha = .0001 def objective_function(coef): return (1. / (2. * len(X)) * linalg.norm(y - np.dot(X, coef)) ** 2 + alpha * linalg.norm(coef, 1)) lars = linear_model.LassoLars(alpha=alpha, normalize=False) assert_warns(ConvergenceWarning, lars.fit, X, y) lars_coef_ = lars.coef_ lars_obj = objective_function(lars_coef_) coord_descent = linear_model.Lasso(alpha=alpha, tol=1e-10, normalize=False) cd_coef_ = coord_descent.fit(X, y).coef_ cd_obj = objective_function(cd_coef_) assert_less(lars_obj, cd_obj * (1. + 1e-8)) def test_lars_add_features(): # assure that at least some features get added if necessary # test for 6d2b4c # Hilbert matrix n = 5 H = 1. / (np.arange(1, n + 1) + np.arange(n)[:, np.newaxis]) clf = linear_model.Lars(fit_intercept=False).fit( H, np.arange(n)) assert_true(np.all(np.isfinite(clf.coef_))) def test_lars_n_nonzero_coefs(verbose=False): lars = linear_model.Lars(n_nonzero_coefs=6, verbose=verbose) lars.fit(X, y) assert_equal(len(lars.coef_.nonzero()[0]), 6) # The path should be of length 6 + 1 in a Lars going down to 6 # non-zero coefs assert_equal(len(lars.alphas_), 7) def test_multitarget(): # Assure that estimators receiving multidimensional y do the right thing X = diabetes.data Y = np.vstack([diabetes.target, diabetes.target ** 2]).T n_targets = Y.shape[1] for estimator in (linear_model.LassoLars(), linear_model.Lars()): estimator.fit(X, Y) Y_pred = estimator.predict(X) Y_dec = estimator.decision_function(X) assert_array_almost_equal(Y_pred, Y_dec) alphas, active, coef, path = (estimator.alphas_, estimator.active_, estimator.coef_, estimator.coef_path_) for k in range(n_targets): estimator.fit(X, Y[:, k]) y_pred = estimator.predict(X) assert_array_almost_equal(alphas[k], estimator.alphas_) assert_array_almost_equal(active[k], estimator.active_) assert_array_almost_equal(coef[k], estimator.coef_) assert_array_almost_equal(path[k], estimator.coef_path_) assert_array_almost_equal(Y_pred[:, k], y_pred) def test_lars_cv(): # Test the LassoLarsCV object by checking that the optimal alpha # increases as the number of samples increases. # This property is not actually garantied in general and is just a # property of the given dataset, with the given steps chosen. old_alpha = 0 lars_cv = linear_model.LassoLarsCV() for length in (400, 200, 100): X = diabetes.data[:length] y = diabetes.target[:length] lars_cv.fit(X, y) np.testing.assert_array_less(old_alpha, lars_cv.alpha_) old_alpha = lars_cv.alpha_ def test_lasso_lars_ic(): # Test the LassoLarsIC object by checking that # - some good features are selected. # - alpha_bic > alpha_aic # - n_nonzero_bic < n_nonzero_aic lars_bic = linear_model.LassoLarsIC('bic') lars_aic = linear_model.LassoLarsIC('aic') rng = np.random.RandomState(42) X = diabetes.data y = diabetes.target X = np.c_[X, rng.randn(X.shape[0], 4)] # add 4 bad features lars_bic.fit(X, y) lars_aic.fit(X, y) nonzero_bic = np.where(lars_bic.coef_)[0] nonzero_aic = np.where(lars_aic.coef_)[0] assert_greater(lars_bic.alpha_, lars_aic.alpha_) assert_less(len(nonzero_bic), len(nonzero_aic)) assert_less(np.max(nonzero_bic), diabetes.data.shape[1]) # test error on unknown IC lars_broken = linear_model.LassoLarsIC('<unknown>') assert_raises(ValueError, lars_broken.fit, X, y) def test_no_warning_for_zero_mse(): # LassoLarsIC should not warn for log of zero MSE. y = np.arange(10, dtype=float) X = y.reshape(-1, 1) lars = linear_model.LassoLarsIC(normalize=False) assert_no_warnings(lars.fit, X, y) assert_true(np.any(np.isinf(lars.criterion_))) def test_lars_path_readonly_data(): # When using automated memory mapping on large input, the # fold data is in read-only mode # This is a non-regression test for: # https://github.com/scikit-learn/scikit-learn/issues/4597 splitted_data = train_test_split(X, y, random_state=42) temp_folder = tempfile.mkdtemp() try: fpath = op.join(temp_folder, 'data.pkl') joblib.dump(splitted_data, fpath) X_train, X_test, y_train, y_test = joblib.load(fpath, mmap_mode='r') # The following should not fail despite copy=False _lars_path_residues(X_train, y_train, X_test, y_test, copy=False) finally: # try to release the mmap file handle in time to be able to delete # the temporary folder under windows del X_train, X_test, y_train, y_test try: shutil.rmtree(temp_folder) except shutil.WindowsError: warnings.warn("Could not delete temporary folder %s" % temp_folder)
bsd-3-clause
pratapvardhan/scikit-learn
examples/linear_model/plot_ols_ridge_variance.py
387
2060
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Ordinary Least Squares and Ridge Regression Variance ========================================================= Due to the few points in each dimension and the straight line that linear regression uses to follow these points as well as it can, noise on the observations will cause great variance as shown in the first plot. Every line's slope can vary quite a bit for each prediction due to the noise induced in the observations. Ridge regression is basically minimizing a penalised version of the least-squared function. The penalising `shrinks` the value of the regression coefficients. Despite the few data points in each dimension, the slope of the prediction is much more stable and the variance in the line itself is greatly reduced, in comparison to that of the standard linear regression """ print(__doc__) # Code source: Gaël Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import linear_model X_train = np.c_[.5, 1].T y_train = [.5, 1] X_test = np.c_[0, 2].T np.random.seed(0) classifiers = dict(ols=linear_model.LinearRegression(), ridge=linear_model.Ridge(alpha=.1)) fignum = 1 for name, clf in classifiers.items(): fig = plt.figure(fignum, figsize=(4, 3)) plt.clf() plt.title(name) ax = plt.axes([.12, .12, .8, .8]) for _ in range(6): this_X = .1 * np.random.normal(size=(2, 1)) + X_train clf.fit(this_X, y_train) ax.plot(X_test, clf.predict(X_test), color='.5') ax.scatter(this_X, y_train, s=3, c='.5', marker='o', zorder=10) clf.fit(X_train, y_train) ax.plot(X_test, clf.predict(X_test), linewidth=2, color='blue') ax.scatter(X_train, y_train, s=30, c='r', marker='+', zorder=10) ax.set_xticks(()) ax.set_yticks(()) ax.set_ylim((0, 1.6)) ax.set_xlabel('X') ax.set_ylabel('y') ax.set_xlim(0, 2) fignum += 1 plt.show()
bsd-3-clause
ryfeus/lambda-packs
Sklearn_scipy_numpy/source/sklearn/ensemble/forest.py
6
62682
"""Forest of trees-based ensemble methods Those methods include random forests and extremely randomized trees. The module structure is the following: - The ``BaseForest`` base class implements a common ``fit`` method for all the estimators in the module. The ``fit`` method of the base ``Forest`` class calls the ``fit`` method of each sub-estimator on random samples (with replacement, a.k.a. bootstrap) of the training set. The init of the sub-estimator is further delegated to the ``BaseEnsemble`` constructor. - The ``ForestClassifier`` and ``ForestRegressor`` base classes further implement the prediction logic by computing an average of the predicted outcomes of the sub-estimators. - The ``RandomForestClassifier`` and ``RandomForestRegressor`` derived classes provide the user with concrete implementations of the forest ensemble method using classical, deterministic ``DecisionTreeClassifier`` and ``DecisionTreeRegressor`` as sub-estimator implementations. - The ``ExtraTreesClassifier`` and ``ExtraTreesRegressor`` derived classes provide the user with concrete implementations of the forest ensemble method using the extremely randomized trees ``ExtraTreeClassifier`` and ``ExtraTreeRegressor`` as sub-estimator implementations. Single and multi-output problems are both handled. """ # Authors: Gilles Louppe <[email protected]> # Brian Holt <[email protected]> # Joly Arnaud <[email protected]> # Fares Hedayati <[email protected]> # # License: BSD 3 clause from __future__ import division import warnings from warnings import warn from abc import ABCMeta, abstractmethod import numpy as np from scipy.sparse import issparse from ..base import ClassifierMixin, RegressorMixin from ..externals.joblib import Parallel, delayed from ..externals import six from ..feature_selection.from_model import _LearntSelectorMixin from ..metrics import r2_score from ..preprocessing import OneHotEncoder from ..tree import (DecisionTreeClassifier, DecisionTreeRegressor, ExtraTreeClassifier, ExtraTreeRegressor) from ..tree._tree import DTYPE, DOUBLE from ..utils import check_random_state, check_array, compute_sample_weight from ..utils.validation import DataConversionWarning, NotFittedError from .base import BaseEnsemble, _partition_estimators from ..utils.fixes import bincount from ..utils.multiclass import check_classification_targets __all__ = ["RandomForestClassifier", "RandomForestRegressor", "ExtraTreesClassifier", "ExtraTreesRegressor", "RandomTreesEmbedding"] MAX_INT = np.iinfo(np.int32).max def _generate_sample_indices(random_state, n_samples): """Private function used to _parallel_build_trees function.""" random_instance = check_random_state(random_state) sample_indices = random_instance.randint(0, n_samples, n_samples) return sample_indices def _generate_unsampled_indices(random_state, n_samples): """Private function used to forest._set_oob_score fuction.""" sample_indices = _generate_sample_indices(random_state, n_samples) sample_counts = bincount(sample_indices, minlength=n_samples) unsampled_mask = sample_counts == 0 indices_range = np.arange(n_samples) unsampled_indices = indices_range[unsampled_mask] return unsampled_indices def _parallel_build_trees(tree, forest, X, y, sample_weight, tree_idx, n_trees, verbose=0, class_weight=None): """Private function used to fit a single tree in parallel.""" if verbose > 1: print("building tree %d of %d" % (tree_idx + 1, n_trees)) if forest.bootstrap: n_samples = X.shape[0] if sample_weight is None: curr_sample_weight = np.ones((n_samples,), dtype=np.float64) else: curr_sample_weight = sample_weight.copy() indices = _generate_sample_indices(tree.random_state, n_samples) sample_counts = bincount(indices, minlength=n_samples) curr_sample_weight *= sample_counts if class_weight == 'subsample': with warnings.catch_warnings(): warnings.simplefilter('ignore', DeprecationWarning) curr_sample_weight *= compute_sample_weight('auto', y, indices) elif class_weight == 'balanced_subsample': curr_sample_weight *= compute_sample_weight('balanced', y, indices) tree.fit(X, y, sample_weight=curr_sample_weight, check_input=False) else: tree.fit(X, y, sample_weight=sample_weight, check_input=False) return tree def _parallel_helper(obj, methodname, *args, **kwargs): """Private helper to workaround Python 2 pickle limitations""" return getattr(obj, methodname)(*args, **kwargs) class BaseForest(six.with_metaclass(ABCMeta, BaseEnsemble, _LearntSelectorMixin)): """Base class for forests of trees. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, base_estimator, n_estimators=10, estimator_params=tuple(), bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, class_weight=None): super(BaseForest, self).__init__( base_estimator=base_estimator, n_estimators=n_estimators, estimator_params=estimator_params) self.bootstrap = bootstrap self.oob_score = oob_score self.n_jobs = n_jobs self.random_state = random_state self.verbose = verbose self.warm_start = warm_start self.class_weight = class_weight def apply(self, X): """Apply trees in the forest to X, return leaf indices. Parameters ---------- X : array-like or sparse matrix, shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- X_leaves : array_like, shape = [n_samples, n_estimators] For each datapoint x in X and for each tree in the forest, return the index of the leaf x ends up in. """ X = self._validate_X_predict(X) results = Parallel(n_jobs=self.n_jobs, verbose=self.verbose, backend="threading")( delayed(_parallel_helper)(tree, 'apply', X, check_input=False) for tree in self.estimators_) return np.array(results).T def fit(self, X, y, sample_weight=None): """Build a forest of trees from the training set (X, y). Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The training input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csc_matrix``. y : array-like, shape = [n_samples] or [n_samples, n_outputs] The target values (class labels in classification, real numbers in regression). sample_weight : array-like, shape = [n_samples] or None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, splits are also ignored if they would result in any single class carrying a negative weight in either child node. Returns ------- self : object Returns self. """ # Validate or convert input data X = check_array(X, dtype=DTYPE, accept_sparse="csc") if issparse(X): # Pre-sort indices to avoid that each individual tree of the # ensemble sorts the indices. X.sort_indices() # Remap output n_samples, self.n_features_ = X.shape y = np.atleast_1d(y) if y.ndim == 2 and y.shape[1] == 1: warn("A column-vector y was passed when a 1d array was" " expected. Please change the shape of y to " "(n_samples,), for example using ravel().", DataConversionWarning, stacklevel=2) if y.ndim == 1: # reshape is necessary to preserve the data contiguity against vs # [:, np.newaxis] that does not. y = np.reshape(y, (-1, 1)) self.n_outputs_ = y.shape[1] y, expanded_class_weight = self._validate_y_class_weight(y) if getattr(y, "dtype", None) != DOUBLE or not y.flags.contiguous: y = np.ascontiguousarray(y, dtype=DOUBLE) if expanded_class_weight is not None: if sample_weight is not None: sample_weight = sample_weight * expanded_class_weight else: sample_weight = expanded_class_weight # Check parameters self._validate_estimator() if not self.bootstrap and self.oob_score: raise ValueError("Out of bag estimation only available" " if bootstrap=True") random_state = check_random_state(self.random_state) if not self.warm_start: # Free allocated memory, if any self.estimators_ = [] n_more_estimators = self.n_estimators - len(self.estimators_) if n_more_estimators < 0: raise ValueError('n_estimators=%d must be larger or equal to ' 'len(estimators_)=%d when warm_start==True' % (self.n_estimators, len(self.estimators_))) elif n_more_estimators == 0: warn("Warm-start fitting without increasing n_estimators does not " "fit new trees.") else: if self.warm_start and len(self.estimators_) > 0: # We draw from the random state to get the random state we # would have got if we hadn't used a warm_start. random_state.randint(MAX_INT, size=len(self.estimators_)) trees = [] for i in range(n_more_estimators): tree = self._make_estimator(append=False) tree.set_params(random_state=random_state.randint(MAX_INT)) trees.append(tree) # Parallel loop: we use the threading backend as the Cython code # for fitting the trees is internally releasing the Python GIL # making threading always more efficient than multiprocessing in # that case. trees = Parallel(n_jobs=self.n_jobs, verbose=self.verbose, backend="threading")( delayed(_parallel_build_trees)( t, self, X, y, sample_weight, i, len(trees), verbose=self.verbose, class_weight=self.class_weight) for i, t in enumerate(trees)) # Collect newly grown trees self.estimators_.extend(trees) if self.oob_score: self._set_oob_score(X, y) # Decapsulate classes_ attributes if hasattr(self, "classes_") and self.n_outputs_ == 1: self.n_classes_ = self.n_classes_[0] self.classes_ = self.classes_[0] return self @abstractmethod def _set_oob_score(self, X, y): """Calculate out of bag predictions and score.""" def _validate_y_class_weight(self, y): # Default implementation return y, None def _validate_X_predict(self, X): """Validate X whenever one tries to predict, apply, predict_proba""" if self.estimators_ is None or len(self.estimators_) == 0: raise NotFittedError("Estimator not fitted, " "call `fit` before exploiting the model.") return self.estimators_[0]._validate_X_predict(X, check_input=True) @property def feature_importances_(self): """Return the feature importances (the higher, the more important the feature). Returns ------- feature_importances_ : array, shape = [n_features] """ if self.estimators_ is None or len(self.estimators_) == 0: raise NotFittedError("Estimator not fitted, " "call `fit` before `feature_importances_`.") all_importances = Parallel(n_jobs=self.n_jobs, backend="threading")( delayed(getattr)(tree, 'feature_importances_') for tree in self.estimators_) return sum(all_importances) / len(self.estimators_) class ForestClassifier(six.with_metaclass(ABCMeta, BaseForest, ClassifierMixin)): """Base class for forest of trees-based classifiers. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, base_estimator, n_estimators=10, estimator_params=tuple(), bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, class_weight=None): super(ForestClassifier, self).__init__( base_estimator, n_estimators=n_estimators, estimator_params=estimator_params, bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start, class_weight=class_weight) def _set_oob_score(self, X, y): """Compute out-of-bag score""" X = check_array(X, dtype=DTYPE, accept_sparse='csr') n_classes_ = self.n_classes_ n_samples = y.shape[0] oob_decision_function = [] oob_score = 0.0 predictions = [] for k in range(self.n_outputs_): predictions.append(np.zeros((n_samples, n_classes_[k]))) for estimator in self.estimators_: unsampled_indices = _generate_unsampled_indices( estimator.random_state, n_samples) p_estimator = estimator.predict_proba(X[unsampled_indices, :], check_input=False) if self.n_outputs_ == 1: p_estimator = [p_estimator] for k in range(self.n_outputs_): predictions[k][unsampled_indices, :] += p_estimator[k] for k in range(self.n_outputs_): if (predictions[k].sum(axis=1) == 0).any(): warn("Some inputs do not have OOB scores. " "This probably means too few trees were used " "to compute any reliable oob estimates.") decision = (predictions[k] / predictions[k].sum(axis=1)[:, np.newaxis]) oob_decision_function.append(decision) oob_score += np.mean(y[:, k] == np.argmax(predictions[k], axis=1), axis=0) if self.n_outputs_ == 1: self.oob_decision_function_ = oob_decision_function[0] else: self.oob_decision_function_ = oob_decision_function self.oob_score_ = oob_score / self.n_outputs_ def _validate_y_class_weight(self, y): check_classification_targets(y) y = np.copy(y) expanded_class_weight = None if self.class_weight is not None: y_original = np.copy(y) self.classes_ = [] self.n_classes_ = [] y_store_unique_indices = np.zeros(y.shape, dtype=np.int) for k in range(self.n_outputs_): classes_k, y_store_unique_indices[:, k] = np.unique(y[:, k], return_inverse=True) self.classes_.append(classes_k) self.n_classes_.append(classes_k.shape[0]) y = y_store_unique_indices if self.class_weight is not None: valid_presets = ('auto', 'balanced', 'subsample', 'balanced_subsample') if isinstance(self.class_weight, six.string_types): if self.class_weight not in valid_presets: raise ValueError('Valid presets for class_weight include ' '"balanced" and "balanced_subsample". Given "%s".' % self.class_weight) if self.class_weight == "subsample": warn("class_weight='subsample' is deprecated in 0.17 and" "will be removed in 0.19. It was replaced by " "class_weight='balanced_subsample' using the balanced" "strategy.", DeprecationWarning) if self.warm_start: warn('class_weight presets "balanced" or "balanced_subsample" are ' 'not recommended for warm_start if the fitted data ' 'differs from the full dataset. In order to use ' '"balanced" weights, use compute_class_weight("balanced", ' 'classes, y). In place of y you can use a large ' 'enough sample of the full training set target to ' 'properly estimate the class frequency ' 'distributions. Pass the resulting weights as the ' 'class_weight parameter.') if (self.class_weight not in ['subsample', 'balanced_subsample'] or not self.bootstrap): if self.class_weight == 'subsample': class_weight = 'auto' elif self.class_weight == "balanced_subsample": class_weight = "balanced" else: class_weight = self.class_weight with warnings.catch_warnings(): if class_weight == "auto": warnings.simplefilter('ignore', DeprecationWarning) expanded_class_weight = compute_sample_weight(class_weight, y_original) return y, expanded_class_weight def predict(self, X): """Predict class for X. The predicted class of an input sample is a vote by the trees in the forest, weighted by their probability estimates. That is, the predicted class is the one with highest mean probability estimate across the trees. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- y : array of shape = [n_samples] or [n_samples, n_outputs] The predicted classes. """ proba = self.predict_proba(X) if self.n_outputs_ == 1: return self.classes_.take(np.argmax(proba, axis=1), axis=0) else: n_samples = proba[0].shape[0] predictions = np.zeros((n_samples, self.n_outputs_)) for k in range(self.n_outputs_): predictions[:, k] = self.classes_[k].take(np.argmax(proba[k], axis=1), axis=0) return predictions def predict_proba(self, X): """Predict class probabilities for X. The predicted class probabilities of an input sample is computed as the mean predicted class probabilities of the trees in the forest. The class probability of a single tree is the fraction of samples of the same class in a leaf. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- p : array of shape = [n_samples, n_classes], or a list of n_outputs such arrays if n_outputs > 1. The class probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ # Check data X = self._validate_X_predict(X) # Assign chunk of trees to jobs n_jobs, _, _ = _partition_estimators(self.n_estimators, self.n_jobs) # Parallel loop all_proba = Parallel(n_jobs=n_jobs, verbose=self.verbose, backend="threading")( delayed(_parallel_helper)(e, 'predict_proba', X, check_input=False) for e in self.estimators_) # Reduce proba = all_proba[0] if self.n_outputs_ == 1: for j in range(1, len(all_proba)): proba += all_proba[j] proba /= len(self.estimators_) else: for j in range(1, len(all_proba)): for k in range(self.n_outputs_): proba[k] += all_proba[j][k] for k in range(self.n_outputs_): proba[k] /= self.n_estimators return proba def predict_log_proba(self, X): """Predict class log-probabilities for X. The predicted class log-probabilities of an input sample is computed as the log of the mean predicted class probabilities of the trees in the forest. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- p : array of shape = [n_samples, n_classes], or a list of n_outputs such arrays if n_outputs > 1. The class probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ proba = self.predict_proba(X) if self.n_outputs_ == 1: return np.log(proba) else: for k in range(self.n_outputs_): proba[k] = np.log(proba[k]) return proba class ForestRegressor(six.with_metaclass(ABCMeta, BaseForest, RegressorMixin)): """Base class for forest of trees-based regressors. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, base_estimator, n_estimators=10, estimator_params=tuple(), bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False): super(ForestRegressor, self).__init__( base_estimator, n_estimators=n_estimators, estimator_params=estimator_params, bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start) def predict(self, X): """Predict regression target for X. The predicted regression target of an input sample is computed as the mean predicted regression targets of the trees in the forest. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- y : array of shape = [n_samples] or [n_samples, n_outputs] The predicted values. """ # Check data X = self._validate_X_predict(X) # Assign chunk of trees to jobs n_jobs, _, _ = _partition_estimators(self.n_estimators, self.n_jobs) # Parallel loop all_y_hat = Parallel(n_jobs=n_jobs, verbose=self.verbose, backend="threading")( delayed(_parallel_helper)(e, 'predict', X, check_input=False) for e in self.estimators_) # Reduce y_hat = sum(all_y_hat) / len(self.estimators_) return y_hat def _set_oob_score(self, X, y): """Compute out-of-bag scores""" X = check_array(X, dtype=DTYPE, accept_sparse='csr') n_samples = y.shape[0] predictions = np.zeros((n_samples, self.n_outputs_)) n_predictions = np.zeros((n_samples, self.n_outputs_)) for estimator in self.estimators_: unsampled_indices = _generate_unsampled_indices( estimator.random_state, n_samples) p_estimator = estimator.predict( X[unsampled_indices, :], check_input=False) if self.n_outputs_ == 1: p_estimator = p_estimator[:, np.newaxis] predictions[unsampled_indices, :] += p_estimator n_predictions[unsampled_indices, :] += 1 if (n_predictions == 0).any(): warn("Some inputs do not have OOB scores. " "This probably means too few trees were used " "to compute any reliable oob estimates.") n_predictions[n_predictions == 0] = 1 predictions /= n_predictions self.oob_prediction_ = predictions if self.n_outputs_ == 1: self.oob_prediction_ = \ self.oob_prediction_.reshape((n_samples, )) self.oob_score_ = 0.0 for k in range(self.n_outputs_): self.oob_score_ += r2_score(y[:, k], predictions[:, k]) self.oob_score_ /= self.n_outputs_ class RandomForestClassifier(ForestClassifier): """A random forest classifier. A random forest is a meta estimator that fits a number of decision tree classifiers on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting. The sub-sample size is always the same as the original input sample size but the samples are drawn with replacement if `bootstrap=True` (default). Read more in the :ref:`User Guide <forest>`. Parameters ---------- n_estimators : integer, optional (default=10) The number of trees in the forest. criterion : string, optional (default="gini") The function to measure the quality of a split. Supported criteria are "gini" for the Gini impurity and "entropy" for the information gain. Note: this parameter is tree-specific. max_features : int, float, string or None, optional (default="auto") The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)` (same as "auto"). - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. Note: this parameter is tree-specific. max_depth : integer or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. Note: this parameter is tree-specific. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. Note: this parameter is tree-specific. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. Note: this parameter is tree-specific. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is tree-specific. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. Note: this parameter is tree-specific. bootstrap : boolean, optional (default=True) Whether bootstrap samples are used when building trees. oob_score : bool Whether to use out-of-bag samples to estimate the generalization error. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. class_weight : dict, list of dicts, "balanced", "balanced_subsample" or None, optional Weights associated with classes in the form ``{class_label: weight}``. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. The "balanced" mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as ``n_samples / (n_classes * np.bincount(y))`` The "balanced_subsample" mode is the same as "balanced" except that weights are computed based on the bootstrap sample for every tree grown. For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified. Attributes ---------- estimators_ : list of DecisionTreeClassifier The collection of fitted sub-estimators. classes_ : array of shape = [n_classes] or a list of such arrays The classes labels (single output problem), or a list of arrays of class labels (multi-output problem). n_classes_ : int or list The number of classes (single output problem), or a list containing the number of classes for each output (multi-output problem). n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. feature_importances_ : array of shape = [n_features] The feature importances (the higher, the more important the feature). oob_score_ : float Score of the training dataset obtained using an out-of-bag estimate. oob_decision_function_ : array of shape = [n_samples, n_classes] Decision function computed with out-of-bag estimate on the training set. If n_estimators is small it might be possible that a data point was never left out during the bootstrap. In this case, `oob_decision_function_` might contain NaN. References ---------- .. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001. See also -------- DecisionTreeClassifier, ExtraTreesClassifier """ def __init__(self, n_estimators=10, criterion="gini", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", max_leaf_nodes=None, bootstrap=True, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, class_weight=None): super(RandomForestClassifier, self).__init__( base_estimator=DecisionTreeClassifier(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start, class_weight=class_weight) self.criterion = criterion self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.max_leaf_nodes = max_leaf_nodes class RandomForestRegressor(ForestRegressor): """A random forest regressor. A random forest is a meta estimator that fits a number of classifying decision trees on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting. The sub-sample size is always the same as the original input sample size but the samples are drawn with replacement if `bootstrap=True` (default). Read more in the :ref:`User Guide <forest>`. Parameters ---------- n_estimators : integer, optional (default=10) The number of trees in the forest. criterion : string, optional (default="mse") The function to measure the quality of a split. The only supported criterion is "mse" for the mean squared error. Note: this parameter is tree-specific. max_features : int, float, string or None, optional (default="auto") The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=n_features`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. Note: this parameter is tree-specific. max_depth : integer or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. Note: this parameter is tree-specific. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. Note: this parameter is tree-specific. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. Note: this parameter is tree-specific. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is tree-specific. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. Note: this parameter is tree-specific. bootstrap : boolean, optional (default=True) Whether bootstrap samples are used when building trees. oob_score : bool whether to use out-of-bag samples to estimate the generalization error. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. Attributes ---------- estimators_ : list of DecisionTreeRegressor The collection of fitted sub-estimators. feature_importances_ : array of shape = [n_features] The feature importances (the higher, the more important the feature). n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. oob_score_ : float Score of the training dataset obtained using an out-of-bag estimate. oob_prediction_ : array of shape = [n_samples] Prediction computed with out-of-bag estimate on the training set. References ---------- .. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001. See also -------- DecisionTreeRegressor, ExtraTreesRegressor """ def __init__(self, n_estimators=10, criterion="mse", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", max_leaf_nodes=None, bootstrap=True, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False): super(RandomForestRegressor, self).__init__( base_estimator=DecisionTreeRegressor(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start) self.criterion = criterion self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.max_leaf_nodes = max_leaf_nodes class ExtraTreesClassifier(ForestClassifier): """An extra-trees classifier. This class implements a meta estimator that fits a number of randomized decision trees (a.k.a. extra-trees) on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting. Read more in the :ref:`User Guide <forest>`. Parameters ---------- n_estimators : integer, optional (default=10) The number of trees in the forest. criterion : string, optional (default="gini") The function to measure the quality of a split. Supported criteria are "gini" for the Gini impurity and "entropy" for the information gain. Note: this parameter is tree-specific. max_features : int, float, string or None, optional (default="auto") The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. Note: this parameter is tree-specific. max_depth : integer or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. Note: this parameter is tree-specific. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. Note: this parameter is tree-specific. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. Note: this parameter is tree-specific. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is tree-specific. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. Note: this parameter is tree-specific. bootstrap : boolean, optional (default=False) Whether bootstrap samples are used when building trees. oob_score : bool Whether to use out-of-bag samples to estimate the generalization error. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. class_weight : dict, list of dicts, "balanced", "balanced_subsample" or None, optional Weights associated with classes in the form ``{class_label: weight}``. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. The "balanced" mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as ``n_samples / (n_classes * np.bincount(y))`` The "balanced_subsample" mode is the same as "balanced" except that weights are computed based on the bootstrap sample for every tree grown. For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified. Attributes ---------- estimators_ : list of DecisionTreeClassifier The collection of fitted sub-estimators. classes_ : array of shape = [n_classes] or a list of such arrays The classes labels (single output problem), or a list of arrays of class labels (multi-output problem). n_classes_ : int or list The number of classes (single output problem), or a list containing the number of classes for each output (multi-output problem). feature_importances_ : array of shape = [n_features] The feature importances (the higher, the more important the feature). n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. oob_score_ : float Score of the training dataset obtained using an out-of-bag estimate. oob_decision_function_ : array of shape = [n_samples, n_classes] Decision function computed with out-of-bag estimate on the training set. If n_estimators is small it might be possible that a data point was never left out during the bootstrap. In this case, `oob_decision_function_` might contain NaN. References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. See also -------- sklearn.tree.ExtraTreeClassifier : Base classifier for this ensemble. RandomForestClassifier : Ensemble Classifier based on trees with optimal splits. """ def __init__(self, n_estimators=10, criterion="gini", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", max_leaf_nodes=None, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, class_weight=None): super(ExtraTreesClassifier, self).__init__( base_estimator=ExtraTreeClassifier(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start, class_weight=class_weight) self.criterion = criterion self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.max_leaf_nodes = max_leaf_nodes class ExtraTreesRegressor(ForestRegressor): """An extra-trees regressor. This class implements a meta estimator that fits a number of randomized decision trees (a.k.a. extra-trees) on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting. Read more in the :ref:`User Guide <forest>`. Parameters ---------- n_estimators : integer, optional (default=10) The number of trees in the forest. criterion : string, optional (default="mse") The function to measure the quality of a split. The only supported criterion is "mse" for the mean squared error. Note: this parameter is tree-specific. max_features : int, float, string or None, optional (default="auto") The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=n_features`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. Note: this parameter is tree-specific. max_depth : integer or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. Note: this parameter is tree-specific. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. Note: this parameter is tree-specific. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. Note: this parameter is tree-specific. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is tree-specific. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. Note: this parameter is tree-specific. bootstrap : boolean, optional (default=False) Whether bootstrap samples are used when building trees. Note: this parameter is tree-specific. oob_score : bool Whether to use out-of-bag samples to estimate the generalization error. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. Attributes ---------- estimators_ : list of DecisionTreeRegressor The collection of fitted sub-estimators. feature_importances_ : array of shape = [n_features] The feature importances (the higher, the more important the feature). n_features_ : int The number of features. n_outputs_ : int The number of outputs. oob_score_ : float Score of the training dataset obtained using an out-of-bag estimate. oob_prediction_ : array of shape = [n_samples] Prediction computed with out-of-bag estimate on the training set. References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. See also -------- sklearn.tree.ExtraTreeRegressor: Base estimator for this ensemble. RandomForestRegressor: Ensemble regressor using trees with optimal splits. """ def __init__(self, n_estimators=10, criterion="mse", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", max_leaf_nodes=None, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False): super(ExtraTreesRegressor, self).__init__( base_estimator=ExtraTreeRegressor(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start) self.criterion = criterion self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.max_leaf_nodes = max_leaf_nodes class RandomTreesEmbedding(BaseForest): """An ensemble of totally random trees. An unsupervised transformation of a dataset to a high-dimensional sparse representation. A datapoint is coded according to which leaf of each tree it is sorted into. Using a one-hot encoding of the leaves, this leads to a binary coding with as many ones as there are trees in the forest. The dimensionality of the resulting representation is ``n_out <= n_estimators * max_leaf_nodes``. If ``max_leaf_nodes == None``, the number of leaf nodes is at most ``n_estimators * 2 ** max_depth``. Read more in the :ref:`User Guide <random_trees_embedding>`. Parameters ---------- n_estimators : int Number of trees in the forest. max_depth : int The maximum depth of each tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. sparse_output : bool, optional (default=True) Whether or not to return a sparse CSR matrix, as default behavior, or to return a dense array compatible with dense pipeline operators. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. Attributes ---------- estimators_ : list of DecisionTreeClassifier The collection of fitted sub-estimators. References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. .. [2] Moosmann, F. and Triggs, B. and Jurie, F. "Fast discriminative visual codebooks using randomized clustering forests" NIPS 2007 """ def __init__(self, n_estimators=10, max_depth=5, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_leaf_nodes=None, sparse_output=True, n_jobs=1, random_state=None, verbose=0, warm_start=False): super(RandomTreesEmbedding, self).__init__( base_estimator=ExtraTreeRegressor(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=False, oob_score=False, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start) self.criterion = 'mse' self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = 1 self.max_leaf_nodes = max_leaf_nodes self.sparse_output = sparse_output def _set_oob_score(self, X, y): raise NotImplementedError("OOB score not supported by tree embedding") def fit(self, X, y=None, sample_weight=None): """Fit estimator. Parameters ---------- X : array-like or sparse matrix, shape=(n_samples, n_features) The input samples. Use ``dtype=np.float32`` for maximum efficiency. Sparse matrices are also supported, use sparse ``csc_matrix`` for maximum efficiency. Returns ------- self : object Returns self. """ self.fit_transform(X, y, sample_weight=sample_weight) return self def fit_transform(self, X, y=None, sample_weight=None): """Fit estimator and transform dataset. Parameters ---------- X : array-like or sparse matrix, shape=(n_samples, n_features) Input data used to build forests. Use ``dtype=np.float32`` for maximum efficiency. Returns ------- X_transformed : sparse matrix, shape=(n_samples, n_out) Transformed dataset. """ # ensure_2d=False because there are actually unit test checking we fail # for 1d. X = check_array(X, accept_sparse=['csc'], ensure_2d=False) if issparse(X): # Pre-sort indices to avoid that each individual tree of the # ensemble sorts the indices. X.sort_indices() rnd = check_random_state(self.random_state) y = rnd.uniform(size=X.shape[0]) super(RandomTreesEmbedding, self).fit(X, y, sample_weight=sample_weight) self.one_hot_encoder_ = OneHotEncoder(sparse=self.sparse_output) return self.one_hot_encoder_.fit_transform(self.apply(X)) def transform(self, X): """Transform dataset. Parameters ---------- X : array-like or sparse matrix, shape=(n_samples, n_features) Input data to be transformed. Use ``dtype=np.float32`` for maximum efficiency. Sparse matrices are also supported, use sparse ``csr_matrix`` for maximum efficiency. Returns ------- X_transformed : sparse matrix, shape=(n_samples, n_out) Transformed dataset. """ return self.one_hot_encoder_.transform(self.apply(X))
mit
qrqiuren/sms-tools
lectures/04-STFT/plots-code/time-freq-compromise.py
19
1255
import numpy as np import time, os, sys sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../../../software/models/')) import stft as STFT import utilFunctions as UF import matplotlib.pyplot as plt from scipy.signal import hamming from scipy.fftpack import fft import math (fs, x) = UF.wavread('../../../sounds/piano.wav') plt.figure(1, figsize=(9.5, 6)) w = np.hamming(256) N = 256 H = 128 mX1, pX1 = STFT.stftAnal(x, fs, w, N, H) plt.subplot(211) numFrames = int(mX1[:,0].size) frmTime = H*np.arange(numFrames)/float(fs) binFreq = np.arange(mX1[0,:].size)*float(fs)/N plt.pcolormesh(frmTime, binFreq, np.transpose(mX1)) plt.title('mX (piano.wav), M=256, N=256, H=128') plt.autoscale(tight=True) w = np.hamming(1024) N = 1024 H = 128 mX2, pX2 = STFT.stftAnal(x, fs, w, N, H) plt.subplot(212) numFrames = int(mX2[:,0].size) frmTime = H*np.arange(numFrames)/float(fs) binFreq = np.arange(mX2[0,:].size)*float(fs)/N plt.pcolormesh(frmTime, binFreq, np.transpose(mX2)) plt.title('mX (piano.wav), M=1024, N=1024, H=128') plt.autoscale(tight=True) plt.tight_layout() plt.savefig('time-freq-compromise.png') plt.show()
agpl-3.0
schets/scikit-learn
sklearn/ensemble/weight_boosting.py
26
40570
"""Weight Boosting This module contains weight boosting estimators for both classification and regression. The module structure is the following: - The ``BaseWeightBoosting`` base class implements a common ``fit`` method for all the estimators in the module. Regression and classification only differ from each other in the loss function that is optimized. - ``AdaBoostClassifier`` implements adaptive boosting (AdaBoost-SAMME) for classification problems. - ``AdaBoostRegressor`` implements adaptive boosting (AdaBoost.R2) for regression problems. """ # Authors: Noel Dawe <[email protected]> # Gilles Louppe <[email protected]> # Hamzeh Alsalhi <[email protected]> # Arnaud Joly <[email protected]> # # Licence: BSD 3 clause from abc import ABCMeta, abstractmethod import numpy as np from numpy.core.umath_tests import inner1d from .base import BaseEnsemble from ..base import ClassifierMixin, RegressorMixin from ..externals import six from ..externals.six.moves import zip from ..externals.six.moves import xrange as range from .forest import BaseForest from ..tree import DecisionTreeClassifier, DecisionTreeRegressor from ..tree.tree import BaseDecisionTree from ..tree._tree import DTYPE from ..utils import check_array, check_X_y, check_random_state from ..metrics import accuracy_score, r2_score from sklearn.utils.validation import ( has_fit_parameter, check_is_fitted) __all__ = [ 'AdaBoostClassifier', 'AdaBoostRegressor', ] class BaseWeightBoosting(six.with_metaclass(ABCMeta, BaseEnsemble)): """Base class for AdaBoost estimators. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, base_estimator=None, n_estimators=50, estimator_params=tuple(), learning_rate=1., random_state=None): super(BaseWeightBoosting, self).__init__( base_estimator=base_estimator, n_estimators=n_estimators, estimator_params=estimator_params) self.learning_rate = learning_rate self.random_state = random_state def fit(self, X, y, sample_weight=None): """Build a boosted classifier/regressor from the training set (X, y). Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. COO, DOK, and LIL are converted to CSR. The dtype is forced to DTYPE from tree._tree if the base classifier of this ensemble weighted boosting classifier is a tree or forest. y : array-like of shape = [n_samples] The target values (class labels in classification, real numbers in regression). sample_weight : array-like of shape = [n_samples], optional Sample weights. If None, the sample weights are initialized to 1 / n_samples. Returns ------- self : object Returns self. """ # Check parameters if self.learning_rate <= 0: raise ValueError("learning_rate must be greater than zero") if (self.base_estimator is None or isinstance(self.base_estimator, (BaseDecisionTree, BaseForest))): dtype = DTYPE accept_sparse = 'csc' else: dtype = None accept_sparse = ['csr', 'csc'] X, y = check_X_y(X, y, accept_sparse=accept_sparse, dtype=dtype) if sample_weight is None: # Initialize weights to 1 / n_samples sample_weight = np.empty(X.shape[0], dtype=np.float) sample_weight[:] = 1. / X.shape[0] else: # Normalize existing weights sample_weight = sample_weight / sample_weight.sum(dtype=np.float64) # Check that the sample weights sum is positive if sample_weight.sum() <= 0: raise ValueError( "Attempting to fit with a non-positive " "weighted number of samples.") # Check parameters self._validate_estimator() # Clear any previous fit results self.estimators_ = [] self.estimator_weights_ = np.zeros(self.n_estimators, dtype=np.float) self.estimator_errors_ = np.ones(self.n_estimators, dtype=np.float) for iboost in range(self.n_estimators): # Boosting step sample_weight, estimator_weight, estimator_error = self._boost( iboost, X, y, sample_weight) # Early termination if sample_weight is None: break self.estimator_weights_[iboost] = estimator_weight self.estimator_errors_[iboost] = estimator_error # Stop if error is zero if estimator_error == 0: break sample_weight_sum = np.sum(sample_weight) # Stop if the sum of sample weights has become non-positive if sample_weight_sum <= 0: break if iboost < self.n_estimators - 1: # Normalize sample_weight /= sample_weight_sum return self @abstractmethod def _boost(self, iboost, X, y, sample_weight): """Implement a single boost. Warning: This method needs to be overriden by subclasses. Parameters ---------- iboost : int The index of the current boost iteration. X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. COO, DOK, and LIL are converted to CSR. y : array-like of shape = [n_samples] The target values (class labels). sample_weight : array-like of shape = [n_samples] The current sample weights. Returns ------- sample_weight : array-like of shape = [n_samples] or None The reweighted sample weights. If None then boosting has terminated early. estimator_weight : float The weight for the current boost. If None then boosting has terminated early. error : float The classification error for the current boost. If None then boosting has terminated early. """ pass def staged_score(self, X, y, sample_weight=None): """Return staged scores for X, y. This generator method yields the ensemble score after each iteration of boosting and therefore allows monitoring, such as to determine the score on a test set after each boost. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. y : array-like, shape = [n_samples] Labels for X. sample_weight : array-like, shape = [n_samples], optional Sample weights. Returns ------- z : float """ for y_pred in self.staged_predict(X): if isinstance(self, ClassifierMixin): yield accuracy_score(y, y_pred, sample_weight=sample_weight) else: yield r2_score(y, y_pred, sample_weight=sample_weight) @property def feature_importances_(self): """Return the feature importances (the higher, the more important the feature). Returns ------- feature_importances_ : array, shape = [n_features] """ if self.estimators_ is None or len(self.estimators_) == 0: raise ValueError("Estimator not fitted, " "call `fit` before `feature_importances_`.") try: norm = self.estimator_weights_.sum() return (sum(weight * clf.feature_importances_ for weight, clf in zip(self.estimator_weights_, self.estimators_)) / norm) except AttributeError: raise AttributeError( "Unable to compute feature importances " "since base_estimator does not have a " "feature_importances_ attribute") def _check_sample_weight(self): if not has_fit_parameter(self.base_estimator_, "sample_weight"): raise ValueError("%s doesn't support sample_weight." % self.base_estimator_.__class__.__name__) def _validate_X_predict(self, X): """Ensure that X is in the proper format""" if (self.base_estimator is None or isinstance(self.base_estimator, (BaseDecisionTree, BaseForest))): X = check_array(X, accept_sparse='csr', dtype=DTYPE) else: X = check_array(X, accept_sparse=['csr', 'csc', 'coo']) return X def _samme_proba(estimator, n_classes, X): """Calculate algorithm 4, step 2, equation c) of Zhu et al [1]. References ---------- .. [1] J. Zhu, H. Zou, S. Rosset, T. Hastie, "Multi-class AdaBoost", 2009. """ proba = estimator.predict_proba(X) # Displace zero probabilities so the log is defined. # Also fix negative elements which may occur with # negative sample weights. proba[proba <= 0] = 1e-5 log_proba = np.log(proba) return (n_classes - 1) * (log_proba - (1. / n_classes) * log_proba.sum(axis=1)[:, np.newaxis]) class AdaBoostClassifier(BaseWeightBoosting, ClassifierMixin): """An AdaBoost classifier. An AdaBoost [1] classifier is a meta-estimator that begins by fitting a classifier on the original dataset and then fits additional copies of the classifier on the same dataset but where the weights of incorrectly classified instances are adjusted such that subsequent classifiers focus more on difficult cases. This class implements the algorithm known as AdaBoost-SAMME [2]. Parameters ---------- base_estimator : object, optional (default=DecisionTreeClassifier) The base estimator from which the boosted ensemble is built. Support for sample weighting is required, as well as proper `classes_` and `n_classes_` attributes. n_estimators : integer, optional (default=50) The maximum number of estimators at which boosting is terminated. In case of perfect fit, the learning procedure is stopped early. learning_rate : float, optional (default=1.) Learning rate shrinks the contribution of each classifier by ``learning_rate``. There is a trade-off between ``learning_rate`` and ``n_estimators``. algorithm : {'SAMME', 'SAMME.R'}, optional (default='SAMME.R') If 'SAMME.R' then use the SAMME.R real boosting algorithm. ``base_estimator`` must support calculation of class probabilities. If 'SAMME' then use the SAMME discrete boosting algorithm. The SAMME.R algorithm typically converges faster than SAMME, achieving a lower test error with fewer boosting iterations. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Attributes ---------- estimators_ : list of classifiers The collection of fitted sub-estimators. classes_ : array of shape = [n_classes] The classes labels. n_classes_ : int The number of classes. estimator_weights_ : array of floats Weights for each estimator in the boosted ensemble. estimator_errors_ : array of floats Classification error for each estimator in the boosted ensemble. feature_importances_ : array of shape = [n_features] The feature importances if supported by the ``base_estimator``. See also -------- AdaBoostRegressor, GradientBoostingClassifier, DecisionTreeClassifier References ---------- .. [1] Y. Freund, R. Schapire, "A Decision-Theoretic Generalization of on-Line Learning and an Application to Boosting", 1995. .. [2] J. Zhu, H. Zou, S. Rosset, T. Hastie, "Multi-class AdaBoost", 2009. """ def __init__(self, base_estimator=None, n_estimators=50, learning_rate=1., algorithm='SAMME.R', random_state=None): super(AdaBoostClassifier, self).__init__( base_estimator=base_estimator, n_estimators=n_estimators, learning_rate=learning_rate, random_state=random_state) self.algorithm = algorithm def fit(self, X, y, sample_weight=None): """Build a boosted classifier from the training set (X, y). Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. y : array-like of shape = [n_samples] The target values (class labels). sample_weight : array-like of shape = [n_samples], optional Sample weights. If None, the sample weights are initialized to ``1 / n_samples``. Returns ------- self : object Returns self. """ # Check that algorithm is supported if self.algorithm not in ('SAMME', 'SAMME.R'): raise ValueError("algorithm %s is not supported" % self.algorithm) # Fit return super(AdaBoostClassifier, self).fit(X, y, sample_weight) def _validate_estimator(self): """Check the estimator and set the base_estimator_ attribute.""" super(AdaBoostClassifier, self)._validate_estimator( default=DecisionTreeClassifier(max_depth=1)) # SAMME-R requires predict_proba-enabled base estimators if self.algorithm == 'SAMME.R': if not hasattr(self.base_estimator_, 'predict_proba'): raise TypeError( "AdaBoostClassifier with algorithm='SAMME.R' requires " "that the weak learner supports the calculation of class " "probabilities with a predict_proba method.\n" "Please change the base estimator or set " "algorithm='SAMME' instead.") self._check_sample_weight() def _boost(self, iboost, X, y, sample_weight): """Implement a single boost. Perform a single boost according to the real multi-class SAMME.R algorithm or to the discrete SAMME algorithm and return the updated sample weights. Parameters ---------- iboost : int The index of the current boost iteration. X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. y : array-like of shape = [n_samples] The target values (class labels). sample_weight : array-like of shape = [n_samples] The current sample weights. Returns ------- sample_weight : array-like of shape = [n_samples] or None The reweighted sample weights. If None then boosting has terminated early. estimator_weight : float The weight for the current boost. If None then boosting has terminated early. estimator_error : float The classification error for the current boost. If None then boosting has terminated early. """ if self.algorithm == 'SAMME.R': return self._boost_real(iboost, X, y, sample_weight) else: # elif self.algorithm == "SAMME": return self._boost_discrete(iboost, X, y, sample_weight) def _boost_real(self, iboost, X, y, sample_weight): """Implement a single boost using the SAMME.R real algorithm.""" estimator = self._make_estimator() try: estimator.set_params(random_state=self.random_state) except ValueError: pass estimator.fit(X, y, sample_weight=sample_weight) y_predict_proba = estimator.predict_proba(X) if iboost == 0: self.classes_ = getattr(estimator, 'classes_', None) self.n_classes_ = len(self.classes_) y_predict = self.classes_.take(np.argmax(y_predict_proba, axis=1), axis=0) # Instances incorrectly classified incorrect = y_predict != y # Error fraction estimator_error = np.mean( np.average(incorrect, weights=sample_weight, axis=0)) # Stop if classification is perfect if estimator_error <= 0: return sample_weight, 1., 0. # Construct y coding as described in Zhu et al [2]: # # y_k = 1 if c == k else -1 / (K - 1) # # where K == n_classes_ and c, k in [0, K) are indices along the second # axis of the y coding with c being the index corresponding to the true # class label. n_classes = self.n_classes_ classes = self.classes_ y_codes = np.array([-1. / (n_classes - 1), 1.]) y_coding = y_codes.take(classes == y[:, np.newaxis]) # Displace zero probabilities so the log is defined. # Also fix negative elements which may occur with # negative sample weights. y_predict_proba[y_predict_proba <= 0] = 1e-5 # Boost weight using multi-class AdaBoost SAMME.R alg estimator_weight = (-1. * self.learning_rate * (((n_classes - 1.) / n_classes) * inner1d(y_coding, np.log(y_predict_proba)))) # Only boost the weights if it will fit again if not iboost == self.n_estimators - 1: # Only boost positive weights sample_weight *= np.exp(estimator_weight * ((sample_weight > 0) | (estimator_weight < 0))) return sample_weight, 1., estimator_error def _boost_discrete(self, iboost, X, y, sample_weight): """Implement a single boost using the SAMME discrete algorithm.""" estimator = self._make_estimator() try: estimator.set_params(random_state=self.random_state) except ValueError: pass estimator.fit(X, y, sample_weight=sample_weight) y_predict = estimator.predict(X) if iboost == 0: self.classes_ = getattr(estimator, 'classes_', None) self.n_classes_ = len(self.classes_) # Instances incorrectly classified incorrect = y_predict != y # Error fraction estimator_error = np.mean( np.average(incorrect, weights=sample_weight, axis=0)) # Stop if classification is perfect if estimator_error <= 0: return sample_weight, 1., 0. n_classes = self.n_classes_ # Stop if the error is at least as bad as random guessing if estimator_error >= 1. - (1. / n_classes): self.estimators_.pop(-1) if len(self.estimators_) == 0: raise ValueError('BaseClassifier in AdaBoostClassifier ' 'ensemble is worse than random, ensemble ' 'can not be fit.') return None, None, None # Boost weight using multi-class AdaBoost SAMME alg estimator_weight = self.learning_rate * ( np.log((1. - estimator_error) / estimator_error) + np.log(n_classes - 1.)) # Only boost the weights if I will fit again if not iboost == self.n_estimators - 1: # Only boost positive weights sample_weight *= np.exp(estimator_weight * incorrect * ((sample_weight > 0) | (estimator_weight < 0))) return sample_weight, estimator_weight, estimator_error def predict(self, X): """Predict classes for X. The predicted class of an input sample is computed as the weighted mean prediction of the classifiers in the ensemble. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. Returns ------- y : array of shape = [n_samples] The predicted classes. """ pred = self.decision_function(X) if self.n_classes_ == 2: return self.classes_.take(pred > 0, axis=0) return self.classes_.take(np.argmax(pred, axis=1), axis=0) def staged_predict(self, X): """Return staged predictions for X. The predicted class of an input sample is computed as the weighted mean prediction of the classifiers in the ensemble. This generator method yields the ensemble prediction after each iteration of boosting and therefore allows monitoring, such as to determine the prediction on a test set after each boost. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- y : generator of array, shape = [n_samples] The predicted classes. """ n_classes = self.n_classes_ classes = self.classes_ if n_classes == 2: for pred in self.staged_decision_function(X): yield np.array(classes.take(pred > 0, axis=0)) else: for pred in self.staged_decision_function(X): yield np.array(classes.take( np.argmax(pred, axis=1), axis=0)) def decision_function(self, X): """Compute the decision function of ``X``. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. Returns ------- score : array, shape = [n_samples, k] The decision function of the input samples. The order of outputs is the same of that of the `classes_` attribute. Binary classification is a special cases with ``k == 1``, otherwise ``k==n_classes``. For binary classification, values closer to -1 or 1 mean more like the first or second class in ``classes_``, respectively. """ check_is_fitted(self, "n_classes_") X = self._validate_X_predict(X) n_classes = self.n_classes_ classes = self.classes_[:, np.newaxis] pred = None if self.algorithm == 'SAMME.R': # The weights are all 1. for SAMME.R pred = sum(_samme_proba(estimator, n_classes, X) for estimator in self.estimators_) else: # self.algorithm == "SAMME" pred = sum((estimator.predict(X) == classes).T * w for estimator, w in zip(self.estimators_, self.estimator_weights_)) pred /= self.estimator_weights_.sum() if n_classes == 2: pred[:, 0] *= -1 return pred.sum(axis=1) return pred def staged_decision_function(self, X): """Compute decision function of ``X`` for each boosting iteration. This method allows monitoring (i.e. determine error on testing set) after each boosting iteration. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. Returns ------- score : generator of array, shape = [n_samples, k] The decision function of the input samples. The order of outputs is the same of that of the `classes_` attribute. Binary classification is a special cases with ``k == 1``, otherwise ``k==n_classes``. For binary classification, values closer to -1 or 1 mean more like the first or second class in ``classes_``, respectively. """ check_is_fitted(self, "n_classes_") X = self._validate_X_predict(X) n_classes = self.n_classes_ classes = self.classes_[:, np.newaxis] pred = None norm = 0. for weight, estimator in zip(self.estimator_weights_, self.estimators_): norm += weight if self.algorithm == 'SAMME.R': # The weights are all 1. for SAMME.R current_pred = _samme_proba(estimator, n_classes, X) else: # elif self.algorithm == "SAMME": current_pred = estimator.predict(X) current_pred = (current_pred == classes).T * weight if pred is None: pred = current_pred else: pred += current_pred if n_classes == 2: tmp_pred = np.copy(pred) tmp_pred[:, 0] *= -1 yield (tmp_pred / norm).sum(axis=1) else: yield pred / norm def predict_proba(self, X): """Predict class probabilities for X. The predicted class probabilities of an input sample is computed as the weighted mean predicted class probabilities of the classifiers in the ensemble. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. Returns ------- p : array of shape = [n_samples] The class probabilities of the input samples. The order of outputs is the same of that of the `classes_` attribute. """ check_is_fitted(self, "n_classes_") n_classes = self.n_classes_ X = self._validate_X_predict(X) if self.algorithm == 'SAMME.R': # The weights are all 1. for SAMME.R proba = sum(_samme_proba(estimator, n_classes, X) for estimator in self.estimators_) else: # self.algorithm == "SAMME" proba = sum(estimator.predict_proba(X) * w for estimator, w in zip(self.estimators_, self.estimator_weights_)) proba /= self.estimator_weights_.sum() proba = np.exp((1. / (n_classes - 1)) * proba) normalizer = proba.sum(axis=1)[:, np.newaxis] normalizer[normalizer == 0.0] = 1.0 proba /= normalizer return proba def staged_predict_proba(self, X): """Predict class probabilities for X. The predicted class probabilities of an input sample is computed as the weighted mean predicted class probabilities of the classifiers in the ensemble. This generator method yields the ensemble predicted class probabilities after each iteration of boosting and therefore allows monitoring, such as to determine the predicted class probabilities on a test set after each boost. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. Returns ------- p : generator of array, shape = [n_samples] The class probabilities of the input samples. The order of outputs is the same of that of the `classes_` attribute. """ X = self._validate_X_predict(X) n_classes = self.n_classes_ proba = None norm = 0. for weight, estimator in zip(self.estimator_weights_, self.estimators_): norm += weight if self.algorithm == 'SAMME.R': # The weights are all 1. for SAMME.R current_proba = _samme_proba(estimator, n_classes, X) else: # elif self.algorithm == "SAMME": current_proba = estimator.predict_proba(X) * weight if proba is None: proba = current_proba else: proba += current_proba real_proba = np.exp((1. / (n_classes - 1)) * (proba / norm)) normalizer = real_proba.sum(axis=1)[:, np.newaxis] normalizer[normalizer == 0.0] = 1.0 real_proba /= normalizer yield real_proba def predict_log_proba(self, X): """Predict class log-probabilities for X. The predicted class log-probabilities of an input sample is computed as the weighted mean predicted class log-probabilities of the classifiers in the ensemble. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. Returns ------- p : array of shape = [n_samples] The class probabilities of the input samples. The order of outputs is the same of that of the `classes_` attribute. """ return np.log(self.predict_proba(X)) class AdaBoostRegressor(BaseWeightBoosting, RegressorMixin): """An AdaBoost regressor. An AdaBoost [1] regressor is a meta-estimator that begins by fitting a regressor on the original dataset and then fits additional copies of the regressor on the same dataset but where the weights of instances are adjusted according to the error of the current prediction. As such, subsequent regressors focus more on difficult cases. This class implements the algorithm known as AdaBoost.R2 [2]. Parameters ---------- base_estimator : object, optional (default=DecisionTreeRegressor) The base estimator from which the boosted ensemble is built. Support for sample weighting is required. n_estimators : integer, optional (default=50) The maximum number of estimators at which boosting is terminated. In case of perfect fit, the learning procedure is stopped early. learning_rate : float, optional (default=1.) Learning rate shrinks the contribution of each regressor by ``learning_rate``. There is a trade-off between ``learning_rate`` and ``n_estimators``. loss : {'linear', 'square', 'exponential'}, optional (default='linear') The loss function to use when updating the weights after each boosting iteration. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Attributes ---------- estimators_ : list of classifiers The collection of fitted sub-estimators. estimator_weights_ : array of floats Weights for each estimator in the boosted ensemble. estimator_errors_ : array of floats Regression error for each estimator in the boosted ensemble. feature_importances_ : array of shape = [n_features] The feature importances if supported by the ``base_estimator``. See also -------- AdaBoostClassifier, GradientBoostingRegressor, DecisionTreeRegressor References ---------- .. [1] Y. Freund, R. Schapire, "A Decision-Theoretic Generalization of on-Line Learning and an Application to Boosting", 1995. .. [2] H. Drucker, "Improving Regressors using Boosting Techniques", 1997. """ def __init__(self, base_estimator=None, n_estimators=50, learning_rate=1., loss='linear', random_state=None): super(AdaBoostRegressor, self).__init__( base_estimator=base_estimator, n_estimators=n_estimators, learning_rate=learning_rate, random_state=random_state) self.loss = loss self.random_state = random_state def fit(self, X, y, sample_weight=None): """Build a boosted regressor from the training set (X, y). Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. y : array-like of shape = [n_samples] The target values (real numbers). sample_weight : array-like of shape = [n_samples], optional Sample weights. If None, the sample weights are initialized to 1 / n_samples. Returns ------- self : object Returns self. """ # Check loss if self.loss not in ('linear', 'square', 'exponential'): raise ValueError( "loss must be 'linear', 'square', or 'exponential'") # Fit return super(AdaBoostRegressor, self).fit(X, y, sample_weight) def _validate_estimator(self): """Check the estimator and set the base_estimator_ attribute.""" super(AdaBoostRegressor, self)._validate_estimator( default=DecisionTreeRegressor(max_depth=3)) self._check_sample_weight() def _boost(self, iboost, X, y, sample_weight): """Implement a single boost for regression Perform a single boost according to the AdaBoost.R2 algorithm and return the updated sample weights. Parameters ---------- iboost : int The index of the current boost iteration. X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. y : array-like of shape = [n_samples] The target values (class labels in classification, real numbers in regression). sample_weight : array-like of shape = [n_samples] The current sample weights. Returns ------- sample_weight : array-like of shape = [n_samples] or None The reweighted sample weights. If None then boosting has terminated early. estimator_weight : float The weight for the current boost. If None then boosting has terminated early. estimator_error : float The regression error for the current boost. If None then boosting has terminated early. """ estimator = self._make_estimator() try: estimator.set_params(random_state=self.random_state) except ValueError: pass generator = check_random_state(self.random_state) # Weighted sampling of the training set with replacement # For NumPy >= 1.7.0 use np.random.choice cdf = sample_weight.cumsum() cdf /= cdf[-1] uniform_samples = generator.random_sample(X.shape[0]) bootstrap_idx = cdf.searchsorted(uniform_samples, side='right') # searchsorted returns a scalar bootstrap_idx = np.array(bootstrap_idx, copy=False) # Fit on the bootstrapped sample and obtain a prediction # for all samples in the training set estimator.fit(X[bootstrap_idx], y[bootstrap_idx]) y_predict = estimator.predict(X) error_vect = np.abs(y_predict - y) error_max = error_vect.max() if error_max != 0.: error_vect /= error_max if self.loss == 'square': error_vect **= 2 elif self.loss == 'exponential': error_vect = 1. - np.exp(- error_vect) # Calculate the average loss estimator_error = (sample_weight * error_vect).sum() if estimator_error <= 0: # Stop if fit is perfect return sample_weight, 1., 0. elif estimator_error >= 0.5: # Discard current estimator only if it isn't the only one if len(self.estimators_) > 1: self.estimators_.pop(-1) return None, None, None beta = estimator_error / (1. - estimator_error) # Boost weight using AdaBoost.R2 alg estimator_weight = self.learning_rate * np.log(1. / beta) if not iboost == self.n_estimators - 1: sample_weight *= np.power( beta, (1. - error_vect) * self.learning_rate) return sample_weight, estimator_weight, estimator_error def _get_median_predict(self, X, limit): # Evaluate predictions of all estimators predictions = np.array([ est.predict(X) for est in self.estimators_[:limit]]).T # Sort the predictions sorted_idx = np.argsort(predictions, axis=1) # Find index of median prediction for each sample weight_cdf = self.estimator_weights_[sorted_idx].cumsum(axis=1) median_or_above = weight_cdf >= 0.5 * weight_cdf[:, -1][:, np.newaxis] median_idx = median_or_above.argmax(axis=1) median_estimators = sorted_idx[np.arange(X.shape[0]), median_idx] # Return median predictions return predictions[np.arange(X.shape[0]), median_estimators] def predict(self, X): """Predict regression value for X. The predicted regression value of an input sample is computed as the weighted median prediction of the classifiers in the ensemble. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. Returns ------- y : array of shape = [n_samples] The predicted regression values. """ check_is_fitted(self, "estimator_weights_") X = self._validate_X_predict(X) return self._get_median_predict(X, len(self.estimators_)) def staged_predict(self, X): """Return staged predictions for X. The predicted regression value of an input sample is computed as the weighted median prediction of the classifiers in the ensemble. This generator method yields the ensemble prediction after each iteration of boosting and therefore allows monitoring, such as to determine the prediction on a test set after each boost. Parameters ---------- X : {array-like, sparse matrix} of shape = [n_samples, n_features] The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. DOK and LIL are converted to CSR. Returns ------- y : generator of array, shape = [n_samples] The predicted regression values. """ check_is_fitted(self, "estimator_weights_") X = self._validate_X_predict(X) for i, _ in enumerate(self.estimators_, 1): yield self._get_median_predict(X, limit=i)
bsd-3-clause
dimmddr/roadSignsNN
utils.py
1
3844
import matplotlib import numpy as np import pandas as pd from matplotlib import pyplot as plt import settings def analyse_sign_frame_size_fluctuations(annotation_path, output_file): with open(output_file, 'w') as outp: raw_data = pd.read_csv(annotation_path, delimiter=';') outp.write("Analyse frame size fluctuations.\n") data = pd.DataFrame() data['width'] = raw_data['Lower right corner X'] - raw_data['Upper left corner X'] data['height'] = raw_data['Lower right corner Y'] - raw_data['Upper left corner Y'] outp.write("Minimum width = {}, minimum height = {}\n".format(data['width'].min(), data['height'].min())) outp.write("Maximum width = {}, maximum height = {}\n".format(data['width'].max(), data['height'].max())) matplotlib.rcdefaults() matplotlib.rcParams['font.family'] = 'fantasy' matplotlib.rcParams['font.fantasy'] = 'Times New Roman', 'Ubuntu', 'Arial', 'Tahoma', 'Calibri' matplotlib.rcParams.update({'font.size': 18}) hist, bins = np.histogram(data['width'], bins=range(data['width'].min(), data['width'].max(), 5)) width = 0.7 * (bins[1] - bins[0]) center = (bins[:-1] + bins[1:]) / 2 plt.bar(center, hist, align='center', width=width) plt.title("Ширина дорожных знаков") plt.xlabel("Ширина") plt.ylabel("Сколько раз встречалась") plt.xticks(bins, bins) plt.show() hist, bins = np.histogram(data['height'], bins=range(data['width'].min(), data['width'].max(), 5)) width = 0.7 * (bins[1] - bins[0]) center = (bins[:-1] + bins[1:]) / 2 plt.bar(center, hist, align='center', width=width) plt.title("Высота дорожных знаков") plt.xlabel("Высота") plt.ylabel("Сколько раз встречалась") plt.xticks(bins, bins) plt.show() # Annotation tag; # Upper left corner X;Upper left corner Y;Lower right corner X;Lower right corner Y;Occluded,On another road def nms(boxes): if 0 == len(boxes): return [] boxes = np.array(boxes) # initialize the list of picked indexes pick = [] # grab the coordinates of the bounding boxes xmin = boxes[:, 0] ymin = boxes[:, 1] xmax = boxes[:, 2] ymax = boxes[:, 3] # compute the area of the bounding boxes and sort the bounding # boxes by the bottom-right y-coordinate of the bounding box area = (xmax - xmin + 1) * (ymax - ymin + 1) idxs = np.argsort(ymax) # keep looping while some indexes still remain in the indexes # list while len(idxs) > 0: # grab the last index in the indexes list and add the # index value to the list of picked indexes last = len(idxs) - 1 i = idxs[last] pick.append(i) # find the largest (x, y) coordinates for the start of # the bounding box and the smallest (x, y) coordinates # for the end of the bounding box xx1 = np.maximum(xmin[i], xmin[idxs[:last]]) yy1 = np.maximum(ymin[i], ymin[idxs[:last]]) xx2 = np.minimum(xmax[i], xmax[idxs[:last]]) yy2 = np.minimum(ymax[i], ymax[idxs[:last]]) # compute the width and height of the bounding box w = np.maximum(0, xx2 - xx1 + 1) h = np.maximum(0, yy2 - yy1 + 1) # compute the ratio of overlap overlap = (w * h) / area[idxs[:last]] # delete all indexes from the index list that have idxs = np.delete(idxs, np.concatenate(([last], np.where(overlap > settings.COVER_PERCENT)[0]))) # return only the bounding boxes that were picked using the # integer data type return boxes[pick], pick
mit
yonglehou/scikit-learn
examples/decomposition/plot_sparse_coding.py
247
3846
""" =========================================== Sparse coding with a precomputed dictionary =========================================== Transform a signal as a sparse combination of Ricker wavelets. This example visually compares different sparse coding methods using the :class:`sklearn.decomposition.SparseCoder` estimator. The Ricker (also known as Mexican hat or the second derivative of a Gaussian) is not a particularly good kernel to represent piecewise constant signals like this one. It can therefore be seen how much adding different widths of atoms matters and it therefore motivates learning the dictionary to best fit your type of signals. The richer dictionary on the right is not larger in size, heavier subsampling is performed in order to stay on the same order of magnitude. """ print(__doc__) import numpy as np import matplotlib.pylab as pl from sklearn.decomposition import SparseCoder def ricker_function(resolution, center, width): """Discrete sub-sampled Ricker (Mexican hat) wavelet""" x = np.linspace(0, resolution - 1, resolution) x = ((2 / ((np.sqrt(3 * width) * np.pi ** 1 / 4))) * (1 - ((x - center) ** 2 / width ** 2)) * np.exp((-(x - center) ** 2) / (2 * width ** 2))) return x def ricker_matrix(width, resolution, n_components): """Dictionary of Ricker (Mexican hat) wavelets""" centers = np.linspace(0, resolution - 1, n_components) D = np.empty((n_components, resolution)) for i, center in enumerate(centers): D[i] = ricker_function(resolution, center, width) D /= np.sqrt(np.sum(D ** 2, axis=1))[:, np.newaxis] return D resolution = 1024 subsampling = 3 # subsampling factor width = 100 n_components = resolution / subsampling # Compute a wavelet dictionary D_fixed = ricker_matrix(width=width, resolution=resolution, n_components=n_components) D_multi = np.r_[tuple(ricker_matrix(width=w, resolution=resolution, n_components=np.floor(n_components / 5)) for w in (10, 50, 100, 500, 1000))] # Generate a signal y = np.linspace(0, resolution - 1, resolution) first_quarter = y < resolution / 4 y[first_quarter] = 3. y[np.logical_not(first_quarter)] = -1. # List the different sparse coding methods in the following format: # (title, transform_algorithm, transform_alpha, transform_n_nozero_coefs) estimators = [('OMP', 'omp', None, 15), ('Lasso', 'lasso_cd', 2, None), ] pl.figure(figsize=(13, 6)) for subplot, (D, title) in enumerate(zip((D_fixed, D_multi), ('fixed width', 'multiple widths'))): pl.subplot(1, 2, subplot + 1) pl.title('Sparse coding against %s dictionary' % title) pl.plot(y, ls='dotted', label='Original signal') # Do a wavelet approximation for title, algo, alpha, n_nonzero in estimators: coder = SparseCoder(dictionary=D, transform_n_nonzero_coefs=n_nonzero, transform_alpha=alpha, transform_algorithm=algo) x = coder.transform(y) density = len(np.flatnonzero(x)) x = np.ravel(np.dot(x, D)) squared_error = np.sum((y - x) ** 2) pl.plot(x, label='%s: %s nonzero coefs,\n%.2f error' % (title, density, squared_error)) # Soft thresholding debiasing coder = SparseCoder(dictionary=D, transform_algorithm='threshold', transform_alpha=20) x = coder.transform(y) _, idx = np.where(x != 0) x[0, idx], _, _, _ = np.linalg.lstsq(D[idx, :].T, y) x = np.ravel(np.dot(x, D)) squared_error = np.sum((y - x) ** 2) pl.plot(x, label='Thresholding w/ debiasing:\n%d nonzero coefs, %.2f error' % (len(idx), squared_error)) pl.axis('tight') pl.legend() pl.subplots_adjust(.04, .07, .97, .90, .09, .2) pl.show()
bsd-3-clause
KevinNJ/Projects
Short Time Fourier Transform/archive/half_cosine.py
1
1241
__author__ = 'knelson' import numpy as np import matplotlib.pyplot as plt def half_cosine(window, total_segments, hop_size): win_length = window.shape total_length = win_length + hop_size*(total_segments-1) result = np.zeros(total_length) for i in xrange(total_segments): current_loc = i*hop_size result[current_loc:current_loc+win_length] += window plt.figure() plt.plot(result) plt.ylim([0, 1.2]) plt.show() if __name__ == '__main__': win_length = 500 overlap = 1 - 0.5 segments = 10 total_length = np.int32(win_length + (win_length * overlap)*(segments-1)) hop_length = np.int32(win_length * overlap) print 'win length:', win_length print 'overlap_fac:', overlap print 'segments:', segments print 'total_length:', total_length print 'hop_length:', hop_length print '' win = np.hanning(win_length) * overlap * 2 result = np.zeros(total_length) for i in xrange(segments): current_loc = i*hop_length print 'current location:', current_loc result[current_loc:current_loc+win_length] += win print ' '.join(map(lambda x: '%.4f'%x, result)) plt.plot(result) plt.ylim([0, 1.2]) plt.show()
mit
wxchan/LightGBM
python-package/lightgbm/compat.py
2
3015
# coding: utf-8 # pylint: disable = C0103 """Compatibility""" from __future__ import absolute_import import inspect import sys import numpy as np is_py3 = (sys.version_info[0] == 3) """compatibility between python2 and python3""" if is_py3: string_type = str numeric_types = (int, float, bool) integer_types = (int, ) range_ = range def argc_(func): """return number of arguments of a function""" return len(inspect.signature(func).parameters) else: string_type = basestring numeric_types = (int, long, float, bool) integer_types = (int, long) range_ = xrange def argc_(func): """return number of arguments of a function""" return len(inspect.getargspec(func).args) """json""" try: import simplejson as json except (ImportError, SyntaxError): # simplejson does not support Python 3.2, it throws a SyntaxError # because of u'...' Unicode literals. import json def json_default_with_numpy(obj): if isinstance(obj, (np.integer, np.floating, np.bool_)): return obj.item() elif isinstance(obj, np.ndarray): return obj.tolist() else: return obj """pandas""" try: from pandas import Series, DataFrame except ImportError: class Series(object): pass class DataFrame(object): pass """sklearn""" try: from sklearn.base import BaseEstimator from sklearn.base import RegressorMixin, ClassifierMixin from sklearn.preprocessing import LabelEncoder from sklearn.utils import deprecated from sklearn.utils.multiclass import check_classification_targets from sklearn.utils.validation import check_X_y, check_array, check_consistent_length try: from sklearn.model_selection import StratifiedKFold, GroupKFold from sklearn.exceptions import NotFittedError except ImportError: from sklearn.cross_validation import StratifiedKFold, GroupKFold from sklearn.utils.validation import NotFittedError SKLEARN_INSTALLED = True _LGBMModelBase = BaseEstimator _LGBMRegressorBase = RegressorMixin _LGBMClassifierBase = ClassifierMixin _LGBMLabelEncoder = LabelEncoder LGBMDeprecated = deprecated LGBMNotFittedError = NotFittedError _LGBMStratifiedKFold = StratifiedKFold _LGBMGroupKFold = GroupKFold _LGBMCheckXY = check_X_y _LGBMCheckArray = check_array _LGBMCheckConsistentLength = check_consistent_length _LGBMCheckClassificationTargets = check_classification_targets except ImportError: SKLEARN_INSTALLED = False _LGBMModelBase = object _LGBMClassifierBase = object _LGBMRegressorBase = object _LGBMLabelEncoder = None # LGBMDeprecated = None Don't uncomment it because it causes error without installed sklearn LGBMNotFittedError = ValueError _LGBMStratifiedKFold = None _LGBMGroupKFold = None _LGBMCheckXY = None _LGBMCheckArray = None _LGBMCheckConsistentLength = None _LGBMCheckClassificationTargets = None
mit
talonchandler/dipsim
notes/2017-09-28-anisotropy/figures/anisotropy.py
1
1465
from dipsim import multiframe, util, detector, illuminator, microscope, util import numpy as np import matplotlib.pyplot as plt import os; import time; start = time.time(); print('Running...') # Compute anisotropy def anisotropy(phi): print('Computing microscope: ') # y-polarized input from x optical axis ill = illuminator.Illuminator(illum_type='sheet', theta_optical_axis=np.pi/2, phi_pol=np.pi/2) # perp: x-polarized detection # par: y-polarized detection det_perp = detector.Detector(det_type='polarized', na=0.001, phi_pol=np.pi/2) det_par = detector.Detector(det_type='polarized', na=0.001, phi_pol=0) m_perp = microscope.Microscope(illuminator=ill, detector=det_perp, max_photons=1e10) m_par = microscope.Microscope(illuminator=ill, detector=det_par, max_photons=1e10) I_perp = m_perp.calc_intensity((np.pi/2, phi), kappa=0.0, epsrel=1e-8) I_par = m_par.calc_intensity((np.pi/2, phi), kappa=0.0, epsrel=1e-8) r = (I_par - I_perp)/(I_par + 2*I_perp) print(I_perp, I_par, r) if I_par + 2*I_perp == 0: print("*") return 0.0 else: return r f, ax = plt.subplots(1, 1, figsize=(5, 5)) x = list(np.linspace(-np.pi, np.pi, 100)) v_aniso = np.vectorize(anisotropy) r_vect = v_aniso(x) ax.plot(x, r_vect, '-k') ax.set_xlabel('$\phi$') ax.set_ylabel('$r$') f.savefig('anisotropy.pdf', dpi=300) print('Total time: '+str(np.round(time.time() - start, 2))) os.system('say "done"')
mit
Tobychev/tardis
tardis/plasma/properties/nlte.py
3
9723
import logging import os import numpy as np import pandas as pd from tardis.plasma.properties.base import (PreviousIterationProperty, ProcessingPlasmaProperty) from tardis.plasma.properties import PhiSahaNebular, PhiSahaLTE __all__ = ['PreviousElectronDensities', 'PreviousBetaSobolev', 'HeliumNLTE', 'HeliumNumericalNLTE'] logger = logging.getLogger(__name__) class PreviousElectronDensities(PreviousIterationProperty): """ Attributes ---------- previous_electron_densities : The values for the electron densities converged upon in the previous iteration. """ outputs = ('previous_electron_densities',) def set_initial_value(self, kwargs): initial_value = np.ones(len(kwargs['abundance'].columns))*1000000.0 self._set_initial_value(initial_value) class PreviousBetaSobolev(PreviousIterationProperty): """ Attributes ---------- previous_beta_sobolev : The beta sobolev values converged upon in the previous iteration. """ outputs = ('previous_beta_sobolev',) def set_initial_value(self, kwargs): try: lines = len(kwargs['atomic_data'].lines) except: lines = len(kwargs['atomic_data']._lines) initial_value = np.ones((lines, len(kwargs['abundance'].columns))) self._set_initial_value(initial_value) class HeliumNLTE(ProcessingPlasmaProperty): outputs = ('helium_population',) def calculate(self, level_boltzmann_factor, electron_densities, ionization_data, beta_rad, g, g_electron, w, t_rad, t_electrons, delta, zeta_data, number_density, partition_function): """ Updates all of the helium level populations according to the helium NLTE recomb approximation. """ helium_population = level_boltzmann_factor.ix[2].copy() # He I excited states he_one_population = self.calculate_helium_one(g_electron, beta_rad, ionization_data, level_boltzmann_factor, electron_densities, g, w) helium_population.ix[0].update(he_one_population) #He I metastable states helium_population.ix[0,1] *= (1 / w) helium_population.ix[0,2] *= (1 / w) #He I ground state helium_population.ix[0,0] = 0.0 #He II excited states he_two_population = level_boltzmann_factor.ix[2,1].mul( (g.ix[2,1].ix[0]**(-1))) helium_population.ix[1].update(he_two_population) #He II ground state helium_population.ix[1,0] = 1.0 #He III states helium_population.ix[2,0] = self.calculate_helium_three(t_rad, w, zeta_data, t_electrons, delta, g_electron, beta_rad, ionization_data, electron_densities, g) unnormalised = helium_population.sum() normalised = helium_population.mul(number_density.ix[2] / unnormalised) helium_population.update(normalised) return helium_population @staticmethod def calculate_helium_one(g_electron, beta_rad, ionization_data, level_boltzmann_factor, electron_densities, g, w): """ Calculates the He I level population values, in equilibrium with the He II ground state. """ return level_boltzmann_factor.ix[2,0].mul( g.ix[2,0], axis=0) * (1./(2*g.ix[2,1,0])) * \ (1/g_electron) * (1/(w**2)) * np.exp( ionization_data.ionization_energy.ix[2,1] * beta_rad) * \ electron_densities @staticmethod def calculate_helium_three(t_rad, w, zeta_data, t_electrons, delta, g_electron, beta_rad, ionization_data, electron_densities, g): """ Calculates the He III level population values. """ zeta = PhiSahaNebular.get_zeta_values(zeta_data, 2, t_rad)[1] he_three_population = (2 / electron_densities) * \ (float(g.ix[2,2,0])/g.ix[2,1,0]) * g_electron * \ np.exp(-ionization_data.ionization_energy.ix[2,2] * beta_rad) \ * w * (delta.ix[2,2] * zeta + w * (1. - zeta)) * \ (t_electrons / t_rad) ** 0.5 class HeliumNumericalNLTE(ProcessingPlasmaProperty): ''' IMPORTANT: This particular property requires a specific numerical NLTE solver and a specific atomic dataset (neither of which are distributed with Tardis) to work. ''' outputs = ('helium_population',) def calculate(self, ion_number_density, electron_densities, t_electrons, w, lines, j_blues, levels, level_boltzmann_factor, t_rad, zeta_data, g_electron, delta, partition_function, ionization_data, beta_rad, g): logger.info('Performing numerical NLTE He calculations.') if len(j_blues)==0: return None heating_rate_data = np.loadtxt( self.plasma_parent.heating_rate_data_file, unpack=True) #Outputting data required by SH module for zone, _ in enumerate(electron_densities): with open('He_NLTE_Files/shellconditions_{}.txt'.format(zone), 'w') as output_file: output_file.write(ion_number_density.ix[2].sum()[zone]) output_file.write(electron_densities[zone]) output_file.write(t_electrons[zone]) output_file.write(heating_rate_data[zone]) output_file.write(w[zone]) output_file.write(self.plasma_parent.time_explosion) output_file.write(t_rad[zone]) output_file.write(self.plasma_parent.v_inner[zone]) output_file.write(self.plasma_parent.v_outer[zone]) for zone, _ in enumerate(electron_densities): with open('He_NLTE_Files/abundances_{}.txt'.format(zone), 'w') as \ output_file: for element in range(1,31): try: number_density = ion_number_density[zone].ix[ element].sum() except: number_density = 0.0 output_file.write(number_density) helium_lines = lines[lines['atomic_number']==2] helium_lines = helium_lines[helium_lines['ion_number']==0] for zone, _ in enumerate(electron_densities): with open('He_NLTE_Files/discradfield_{}.txt'.format(zone), 'w') \ as output_file: j_blues = pd.DataFrame(j_blues, index=lines.index) helium_j_blues = j_blues[zone].ix[helium_lines.index] for value in helium_lines.index: if (helium_lines.level_number_lower.ix[value]<35): output_file.write( int(helium_lines.level_number_lower.ix[value]+1), int(helium_lines.level_number_upper.ix[value]+1), j_blues[zone].ix[value]) #Running numerical simulations for zone, _ in enumerate(electron_densities): os.rename('He_NLTE_Files/abundances{}.txt'.format(zone), 'He_NLTE_Files/abundances_current.txt') os.rename('He_NLTE_Files/shellconditions{}.txt'.format(zone), 'He_NLTE_Files/shellconditions_current.txt') os.rename('He_NLTE_Files/discradfield{}.txt'.format(zone), 'He_NLTE_Files/discradfield_current.txt') os.system("nlte-solver-module/bin/nlte_solvertest >/dev/null") os.rename('He_NLTE_Files/abundances_current.txt', 'He_NLTE_Files/abundances{}.txt'.format(zone)) os.rename('He_NLTE_Files/shellconditions_current.txt', 'He_NLTE_Files/shellconditions{}.txt'.format(zone)) os.rename('He_NLTE_Files/discradfield_current.txt', 'He_NLTE_Files/discradfield{}.txt'.format(zone)) os.rename('debug_occs.dat', 'He_NLTE_Files/occs{}.txt'.format(zone)) #Reading in populations from files helium_population = level_boltzmann_factor.ix[2].copy() for zone, _ in enumerate(electron_densities): with open('He_NLTE_Files/discradfield{}.txt'.format(zone), 'r') as \ read_file: for level in range(0, 35): level_population = read_file.readline() level_population = float(level_population) helium_population[zone].ix[0][level] = level_population helium_population[zone].ix[1].ix[0] = float( read_file.readline()) #Performing He LTE level populations (upper two energy levels, #He II excited states, He III) he_one_population = HeliumNLTE.calculate_helium_one(g_electron, beta_rad, partition_function, ionization_data, level_boltzmann_factor, electron_densities, g, w, t_rad, t_electrons) helium_population.ix[0].ix[35].update(he_one_population.ix[35]) helium_population.ix[0].ix[36].update(he_one_population.ix[36]) he_two_population = level_boltzmann_factor.ix[2].ix[1].ix[1:].mul( (g.ix[2,1,0]**(-1)) * helium_population.ix[s1,0]) helium_population.ix[1].ix[1:].update(he_two_population) helium_population.ix[2].ix[0] = HeliumNLTE.calculate_helium_three( t_rad, w, zeta_data, t_electrons, delta, g_electron, beta_rad, partition_function, ionization_data, electron_densities) unnormalised = helium_population.sum() normalised = helium_population.mul(ion_number_density.ix[2].sum() / unnormalised) helium_population.update(normalised) return helium_population
bsd-3-clause
ECP-CANDLE/Benchmarks
Pilot1/P1B3/p1b3.py
1
36100
from __future__ import absolute_import import collections import gzip import logging import os import sys import multiprocessing import threading import argparse try: import configparser except ImportError: import ConfigParser as configparser import numpy as np import pandas as pd from itertools import cycle, islice try: from sklearn.impute import SimpleImputer as Imputer except ImportError: from sklearn.preprocessing import Imputer from sklearn.preprocessing import StandardScaler, MinMaxScaler, MaxAbsScaler file_path = os.path.dirname(os.path.realpath(__file__)) lib_path = os.path.abspath(os.path.join(file_path, '..' )) sys.path.append(lib_path) lib_path2 = os.path.abspath(os.path.join(file_path, '..', '..', 'common')) sys.path.append(lib_path2) import candle logger = logging.getLogger(__name__) # Number of data generator workers WORKERS = 1 #np.set_printoptions(threshold=np.nan) class BenchmarkP1B3(candle.Benchmark): def set_locals(self): """Functionality to set variables specific for the benchmark - required: set of required parameters for the benchmark. - additional_definitions: list of dictionaries describing the additional parameters for the benchmark. """ if required is not None: self.required = set(required) if additional_definitions is not None: self.additional_definitions = additional_definitions additional_definitions = [ # Feature selection {'name':'cell_features', 'nargs':'+', #'default':'argparse.SUPPRESS', 'choices':['expression', 'mirna', 'proteome', 'all', 'categorical'], 'help':'use one or more cell line feature sets: "expression", "mirna", "proteome", "all"; or use "categorical" for one-hot encoding of cell lines'}, {'name':'drug_features', 'nargs':'+', #'default':'argparse.SUPPRESS', 'choices':['descriptors', 'latent', 'all', 'noise'], 'help':"use dragon7 descriptors, latent representations from Aspuru-Guzik's SMILES autoencoder, or both, or random features; 'descriptors','latent', 'all', 'noise'"}, {'name':'cell_noise_sigma', 'type':float, 'help':"standard deviation of guassian noise to add to cell line features during training"}, # Output selection {'name':'min_logconc', 'type':float, #'default':'argparse.SUPPRESS', 'help':"min log concentration of dose response data to use: -3.0 to -7.0"}, {'name':'max_logconc', 'type':float, #'default':'argparse.SUPPRESS', 'help':"max log concentration of dose response data to use: -3.0 to -7.0"}, {'name':'subsample', #'default':'argparse.SUPPRESS', 'choices':['naive_balancing', 'none'], 'help':"dose response subsample strategy; 'none' or 'naive_balancing'"}, {'name':'category_cutoffs', 'nargs':'+', 'type':float, #'default':'argparse.SUPPRESS', 'help':"list of growth cutoffs (between -1 and +1) seperating non-response and response categories"}, # Sample data selection {'name':'test_cell_split', 'type':float, #'default':'argparse.SUPPRESS', 'help':"cell lines to use in test; if None use predefined unseen cell lines instead of sampling cell lines used in training"}, # Test random model {'name':'scramble', 'type': candle.str2bool, 'default': False, 'help':'randomly shuffle dose response data'}, {'name':'workers', 'type':int, 'default':WORKERS, 'help':'number of data generator workers'} ] required = [ 'activation', 'batch_size', 'batch_normalization', 'category_cutoffs', 'cell_features', 'dropout', 'drug_features', 'epochs', 'feature_subsample', 'initialization', 'learning_rate', 'loss', 'min_logconc', 'max_logconc', 'optimizer', # 'penalty', 'rng_seed', 'scaling', 'subsample', 'test_cell_split', 'val_split', 'cell_noise_sigma' ] #def common_parser(parser): # # parser.add_argument("--config_file", dest='config_file', type=str, # default=os.path.join(file_path, 'p1b3_default_model.txt'), # help="specify model configuration file") # # # Parse has been split between arguments that are common with the default neon parser # # and all the other options # parser = candle.get_default_neon_parse(parser) # parser = p1_common.get_p1_common_parser(parser) # # # Arguments that are applicable just to p1b3 # parser = p1b3_parser(parser) # # return parser #def p1b3_parser(parser): # # # Feature selection # parser.add_argument("--cell_features", nargs='+', # default=argparse.SUPPRESS, # choices=['expression', 'mirna', 'proteome', 'all', 'categorical'], # help="use one or more cell line feature sets: 'expression', 'mirna', 'proteome', 'all'; or use 'categorical' for one-hot encoding of cell lines") # parser.add_argument("--drug_features", nargs='+', # default=argparse.SUPPRESS, # choices=['descriptors', 'latent', 'all', 'noise'], # help="use dragon7 descriptors, latent representations from Aspuru-Guzik's SMILES autoencoder, or both, or random features; 'descriptors','latent', 'all', 'noise'") # parser.add_argument("--cell_noise_sigma", type=float, # help="standard deviation of guassian noise to add to cell line features during training") # # Output selection # parser.add_argument("--min_logconc", type=float, # default=argparse.SUPPRESS, # help="min log concentration of dose response data to use: -3.0 to -7.0") # parser.add_argument("--max_logconc", type=float, # default=argparse.SUPPRESS, # help="max log concentration of dose response data to use: -3.0 to -7.0") # parser.add_argument("--subsample", # default=argparse.SUPPRESS, # choices=['naive_balancing', 'none'], # help="dose response subsample strategy; 'none' or 'naive_balancing'") # parser.add_argument("--category_cutoffs", nargs='+', type=float, # default=argparse.SUPPRESS, # help="list of growth cutoffs (between -1 and +1) seperating non-response and response categories") # # Sample data selection # parser.add_argument("--test_cell_split", type=float, # default=argparse.SUPPRESS, # help="cell lines to use in test; if None use predefined unseen cell lines instead of sampling cell lines used in training") # # Test random model # parser.add_argument("--scramble", action="store_true", # default=False, # help="randomly shuffle dose response data") # parser.add_argument("--workers", type=int, # default=WORKERS, # help="number of data generator workers") # # return parser #def read_config_file(file): # config = configparser.ConfigParser() # config.read(file) # section = config.sections() # fileParams = {} # # # default config values that we assume exists # fileParams['activation']=eval(config.get(section[0],'activation')) # fileParams['batch_size']=eval(config.get(section[0],'batch_size')) # fileParams['batch_normalization']=eval(config.get(section[0],'batch_normalization')) # fileParams['category_cutoffs']=eval(config.get(section[0],'category_cutoffs')) # fileParams['cell_features']=eval(config.get(section[0],'cell_features')) # fileParams['dropout']=eval(config.get(section[0],'dropout')) # fileParams['drug_features']=eval(config.get(section[0],'drug_features')) # fileParams['epochs']=eval(config.get(section[0],'epochs')) # fileParams['feature_subsample']=eval(config.get(section[0],'feature_subsample')) # fileParams['initialization']=eval(config.get(section[0],'initialization')) # fileParams['learning_rate']=eval(config.get(section[0], 'learning_rate')) # fileParams['loss']=eval(config.get(section[0],'loss')) # fileParams['min_logconc']=eval(config.get(section[0],'min_logconc')) # fileParams['max_logconc']=eval(config.get(section[0],'max_logconc')) # fileParams['optimizer']=eval(config.get(section[0],'optimizer')) ## fileParams['penalty']=eval(config.get(section[0],'penalty')) # fileParams['rng_seed']=eval(config.get(section[0],'rng_seed')) # fileParams['scaling']=eval(config.get(section[0],'scaling')) # fileParams['subsample']=eval(config.get(section[0],'subsample')) # fileParams['test_cell_split']=eval(config.get(section[0],'test_cell_split')) # fileParams['val_split']=eval(config.get(section[0],'val_split')) # fileParams['cell_noise_sigma']=eval(config.get(section[0],'cell_noise_sigma')) # # # parse the remaining values # for k,v in config.items(section[0]): # if not k in fileParams: # fileParams[k] = eval(v) # def check_params(fileParams): # Allow for either dense or convolutional layer specification # if none found exit try: fileParams['dense'] except KeyError: try: fileParams['conv'] except KeyError: print("Error! No dense or conv layers specified. Wrong file !! ... exiting ") raise else: try: fileParams['pool'] except KeyError: fileParams['pool'] = None print("Warning ! No pooling specified after conv layer.") def extension_from_parameters(params, framework): """Construct string for saving model with annotation of parameters""" ext = framework ext += '.A={}'.format(params['activation']) ext += '.B={}'.format(params['batch_size']) ext += '.D={}'.format(params['dropout']) ext += '.E={}'.format(params['epochs']) if params['feature_subsample']: ext += '.F={}'.format(params['feature_subsample']) if 'cell_noise_sigma' in params: ext += '.N={}'.format(params['cell_noise_sigma']) if 'conv' in params: name = 'LC' if 'locally_connected' in params else 'C' layer_list = list(range(0, len(params['conv']))) for l, i in enumerate(layer_list): filters = params['conv'][i][0] filter_len = params['conv'][i][1] stride = params['conv'][i][2] if filters <= 0 or filter_len <= 0 or stride <= 0: break ext += '.{}{}={},{},{}'.format(name, l+1, filters, filter_len, stride) if 'pool' in params and params['conv'][0] and params['conv'][1]: ext += '.P={}'.format(params['pool']) if 'dense' in params: for i, n in enumerate(params['dense']): if n: ext += '.D{}={}'.format(i+1, n) if params['batch_normalization']: ext += '.BN' ext += '.S={}'.format(params['scaling']) return ext def scale(df, scaling=None): """Scale data included in pandas dataframe. Parameters ---------- df : pandas dataframe dataframe to scale scaling : 'maxabs', 'minmax', 'std', or None, optional (default 'std') type of scaling to apply """ if scaling is None or scaling.lower() == 'none': return df df = df.dropna(axis=1, how='any') # Scaling data if scaling == 'maxabs': # Normalizing -1 to 1 scaler = MaxAbsScaler() elif scaling == 'minmax': # Scaling to [0,1] scaler = MinMaxScaler() else: # Standard normalization scaler = StandardScaler() mat = df.as_matrix() mat = scaler.fit_transform(mat) df = pd.DataFrame(mat, columns=df.columns) return df def impute_and_scale(df, scaling='std'): """Impute missing values with mean and scale data included in pandas dataframe. Parameters ---------- df : pandas dataframe dataframe to impute and scale scaling : 'maxabs' [-1,1], 'minmax' [0,1], 'std', or None, optional (default 'std') type of scaling to apply """ df = df.dropna(axis=1, how='all') #imputer = Imputer(strategy='mean', axis=0) imputer = Imputer(strategy='mean') mat = imputer.fit_transform(df) if scaling is None or scaling.lower() == 'none': return pd.DataFrame(mat, columns=df.columns) if scaling == 'maxabs': scaler = MaxAbsScaler() elif scaling == 'minmax': scaler = MinMaxScaler() else: scaler = StandardScaler() mat = scaler.fit_transform(mat) df = pd.DataFrame(mat, columns=df.columns) return df def load_cellline_expressions(path, dtype, ncols=None, scaling='std'): """Load cell line expression data, sub-select columns of gene expression randomly if specificed, scale the selected data and return a pandas dataframe. Parameters ---------- path: string path to 'RNA_5_Platform_Gene_Transcript_Averaged_intensities.transposed.txt' dtype: numpy type precision (data type) for reading float values ncols : int or None number of columns (gene expression) to randomly subselect (default None : use all data) scaling : 'maxabs' [-1,1], 'minmax' [0,1], 'std', or None, optional (default 'std') type of scaling to apply """ df = pd.read_csv(path, sep='\t', engine='c', na_values=['na','-','']) df1 = df['CellLine'] df1 = df1.map(lambda x: x.replace('.', ':')) df1.name = 'CELLNAME' df2 = df.drop('CellLine', 1) total = df2.shape[1] if ncols and ncols < total: usecols = np.random.choice(total, size=ncols, replace=False) df2 = df2.iloc[:, usecols] df2 = impute_and_scale(df2, scaling) df2 = df2.astype(dtype) df = pd.concat([df1, df2], axis=1) return df def load_cellline_mirna(path, dtype, ncols=None, scaling='std'): """Load cell line microRNA data, sub-select columns randomly if specificed, scale the selected data and return a pandas dataframe. Parameters ---------- path: string path to 'RNA__microRNA_OSU_V3_chip_log2.transposed.txt' dtype: numpy type precision (data type) for reading float values ncols : int or None number of columns to randomly subselect (default None : use all data) scaling : 'maxabs' [-1,1], 'minmax' [0,1], 'std', or None, optional (default 'std') type of scaling to apply """ df = pd.read_csv(path, sep='\t', engine='c', na_values=['na','-','']) df1 = df['CellLine'] df1 = df1.map(lambda x: x.replace('.', ':')) df1.name = 'CELLNAME' df2 = df.drop('CellLine', 1) total = df2.shape[1] if ncols and ncols < total: usecols = np.random.choice(total, size=ncols, replace=False) df2 = df2.iloc[:, usecols] df2 = impute_and_scale(df2, scaling) df2 = df2.astype(dtype) df = pd.concat([df1, df2], axis=1) return df def load_cellline_proteome(path, dtype, kinome_path=None, ncols=None, scaling='std'): """Load cell line microRNA data, sub-select columns randomly if specificed, scale the selected data and return a pandas dataframe. Parameters ---------- path: string path to 'nci60_proteome_log2.transposed.tsv' dtype: numpy type precision (data type) for reading float values kinome_path: string or None (default None) path to 'nci60_kinome_log2.transposed.tsv' ncols : int or None number of columns to randomly subselect (default None : use all data) scaling : 'maxabs' [-1,1], 'minmax' [0,1], 'std', or None, optional (default 'std') type of scaling to apply """ df = pd.read_csv(path, sep='\t', engine='c') df = df.set_index('CellLine') if kinome_path: df_k = pd.read_csv(kinome_path, sep='\t', engine='c') df_k = df_k.set_index('CellLine') df_k = df_k.add_suffix('.K') df = df.merge(df_k, left_index=True, right_index=True) index = df.index.map(lambda x: x.replace('.', ':')) total = df.shape[1] if ncols and ncols < total: usecols = np.random.choice(total, size=ncols, replace=False) df = df.iloc[:, usecols] df = impute_and_scale(df, scaling) df = df.astype(dtype) df.index = index df.index.names = ['CELLNAME'] df = df.reset_index() return df def load_drug_descriptors(path, dtype, ncols=None, scaling='std'): """Load drug descriptor data, sub-select columns of drugs descriptors randomly if specificed, impute and scale the selected data, and return a pandas dataframe. Parameters ---------- path: string path to 'descriptors.2D-NSC.5dose.filtered.txt' dtype: numpy type precision (data type) for reading float values ncols : int or None number of columns (drugs descriptors) to randomly subselect (default None : use all data) scaling : 'maxabs' [-1,1], 'minmax' [0,1], 'std', or None, optional (default 'std') type of scaling to apply """ df = pd.read_csv(path, sep='\t', engine='c', na_values=['na','-',''], dtype=dtype, converters ={'NAME' : str}) df1 = pd.DataFrame(df.loc[:,'NAME']) df1.rename(columns={'NAME': 'NSC'}, inplace=True) df2 = df.drop('NAME', 1) # # Filter columns if requested total = df2.shape[1] if ncols and ncols < total: usecols = np.random.choice(total, size=ncols, replace=False) df2 = df2.iloc[:,usecols] df2 = impute_and_scale(df2, scaling) df2 = df2.astype(dtype) df_dg = pd.concat([df1, df2], axis=1) return df_dg def load_drug_autoencoded(path, dtype, ncols=None, scaling='std'): """Load drug latent representation from autoencoder, sub-select columns of drugs randomly if specificed, impute and scale the selected data, and return a pandas dataframe. Parameters ---------- path: string path to 'Aspuru-Guzik_NSC_latent_representation_292D.csv' dtype: numpy type precision (data type) for reading float values ncols : int or None number of columns (drug latent representations) to randomly subselect (default None : use all data) scaling : 'maxabs' [-1,1], 'minmax' [0,1], 'std', or None, optional (default 'std') type of scaling to apply """ df = pd.read_csv(path, engine='c', converters ={'NSC' : str}, dtype=dtype) df1 = pd.DataFrame(df.loc[:, 'NSC']) df2 = df.drop('NSC', 1) total = df2.shape[1] if ncols and ncols < total: usecols = np.random.choice(total, size=ncols, replace=False) df2 = df2.iloc[:, usecols] df2 = impute_and_scale(df2, scaling) df2 = df2.astype(dtype) df = pd.concat([df1, df2], axis=1) return df def load_dose_response(path, seed, dtype, min_logconc=-5., max_logconc=-5., subsample=None): """Load cell line response to different drug compounds, sub-select response for a specific drug log concentration range and return a pandas dataframe. Parameters ---------- path: string path to 'NCI60_dose_response_with_missing_z5_avg.csv' seed: integer seed for random generation dtype: numpy type precision (data type) for reading float values min_logconc : -3, -4, -5, -6, -7, optional (default -5) min log concentration of drug to return cell line growth max_logconc : -3, -4, -5, -6, -7, optional (default -5) max log concentration of drug to return cell line growth subsample: None, 'naive_balancing' (default None) subsampling strategy to use to balance the data based on growth """ df = pd.read_csv(path, sep=',', engine='c', na_values=['na','-',''], dtype={'NSC':object, 'CELLNAME':str, 'LOG_CONCENTRATION':dtype, 'GROWTH':dtype}) df = df[(df['LOG_CONCENTRATION'] >= min_logconc) & (df['LOG_CONCENTRATION'] <= max_logconc)] df = df[['NSC', 'CELLNAME', 'GROWTH', 'LOG_CONCENTRATION']] if subsample and subsample == 'naive_balancing': df1 = df[df['GROWTH'] <= 0] df2 = df[(df['GROWTH'] > 0) & (df['GROWTH'] < 50)].sample(frac=0.7, random_state=seed) df3 = df[(df['GROWTH'] >= 50) & (df['GROWTH'] <= 100)].sample(frac=0.18, random_state=seed) df4 = df[df['GROWTH'] > 100].sample(frac=0.01, random_state=seed) df = pd.concat([df1, df2, df3, df4]) df = df.set_index(['NSC']) return df def stage_data(): server = 'http://ftp.mcs.anl.gov/pub/candle/public/benchmarks/P1B3/' cell_expr_path = candle.fetch_file(server+'P1B3_cellline_expressions.tsv', 'Pilot1', untar=False) cell_mrna_path = candle.fetch_file(server+'P1B3_cellline_mirna.tsv', 'Pilot1', untar=False) cell_prot_path = candle.fetch_file(server+'P1B3_cellline_proteome.tsv', 'Pilot1', untar=False) cell_kino_path = candle.fetch_file(server+'P1B3_cellline_kinome.tsv', 'Pilot1', untar=False) drug_desc_path = candle.fetch_file(server+'P1B3_drug_descriptors.tsv', 'Pilot1', untar=False) drug_auen_path = candle.fetch_file(server+'P1B3_drug_latent.csv', 'Pilot1', untar=False) dose_resp_path = candle.fetch_file(server+'P1B3_dose_response.csv', 'Pilot1', untar=False) test_cell_path = candle.fetch_file(server+'P1B3_test_celllines.txt', 'Pilot1', untar=False) test_drug_path = candle.fetch_file(server+'P1B3_test_drugs.txt', 'Pilot1', untar=False) return(cell_expr_path, cell_mrna_path, cell_prot_path, cell_kino_path, drug_desc_path, drug_auen_path, dose_resp_path, test_cell_path, test_drug_path) class DataLoader(object): """Load merged drug response, drug descriptors and cell line essay data """ def __init__(self, seed, dtype, val_split=0.2, test_cell_split=None, shuffle=True, cell_features=['expression'], drug_features=['descriptors'], feature_subsample=None, scaling='std', scramble=False, min_logconc=-5., max_logconc=-4., subsample='naive_balancing', category_cutoffs=[0.]): """Initialize data merging drug response, drug descriptors and cell line essay. Shuffle and split training and validation set Parameters ---------- seed: integer seed for random generation dtype: numpy type precision (data type) for reading float values val_split : float, optional (default 0.2) fraction of data to use in validation test_cell_split : float or None, optional (default None) fraction of cell lines to use in test; if None use predefined unseen cell lines instead of sampling cell lines used in training shuffle : True or False, optional (default True) if True shuffles the merged data before splitting training and validation sets cell_features: list of strings from 'expression', 'mirna', 'proteome', 'all', 'categorical' (default ['expression']) use one or more cell line feature sets: gene expression, microRNA, proteomics; or, use 'categorical' for one-hot encoded cell lines drug_features: list of strings from 'descriptors', 'latent', 'all', 'noise' (default ['descriptors']) use dragon7 descriptors, latent representations from Aspuru-Guzik's SMILES autoencoder trained on NSC drugs, or both; use random features if set to noise feature_subsample: None or integer (default None) number of feature columns to use from cellline expressions and drug descriptors scaling: None, 'std', 'minmax' or 'maxabs' (default 'std') type of feature scaling: 'maxabs' to [-1,1], 'maxabs' to [-1, 1], 'std' for standard normalization scramble: True or False, optional (default False) if True randomly shuffle dose response data as a control min_logconc: float value between -3 and -7, optional (default -5.) min log concentration of drug to return cell line growth max_logconc: float value between -3 and -7, optional (default -4.) max log concentration of drug to return cell line growth subsample: 'naive_balancing' or None if True balance dose response data with crude subsampling category_cutoffs: list of floats (between -1 and +1) (default None) growth thresholds seperating non-response and response categories """ cell_expr_path, cell_mrna_path, cell_prot_path, cell_kino_path,drug_desc_path, drug_auen_path, dose_resp_path, test_cell_path, test_drug_path = stage_data() # Seed random generator for loading data np.random.seed(seed) df = load_dose_response(dose_resp_path, seed, dtype, min_logconc=min_logconc, max_logconc=max_logconc, subsample=subsample) logger.info('Loaded {} unique (D, CL) response sets.'.format(df.shape[0])) # df[['GROWTH', 'LOG_CONCENTRATION']].to_csv('all.response.csv') df = df.reset_index() if 'all' in cell_features: self.cell_features = ['expression', 'mirna', 'proteome'] else: self.cell_features = cell_features if 'all' in drug_features: self.drug_features = ['descriptors', 'latent'] else: self.drug_features = drug_features self.input_shapes = collections.OrderedDict() self.input_shapes['drug_concentration'] = (1,) for fea in self.cell_features: if fea == 'expression': self.df_cell_expr = load_cellline_expressions(cell_expr_path, dtype, ncols=feature_subsample, scaling=scaling) self.input_shapes['cell_expression'] = (self.df_cell_expr.shape[1] - 1,) df = df.merge(self.df_cell_expr[['CELLNAME']], on='CELLNAME') elif fea == 'mirna': self.df_cell_mirna = load_cellline_mirna(cell_mrna_path, dtype, ncols=feature_subsample, scaling=scaling) self.input_shapes['cell_microRNA'] = (self.df_cell_mirna.shape[1] - 1,) df = df.merge(self.df_cell_mirna[['CELLNAME']], on='CELLNAME') elif fea == 'proteome': self.df_cell_prot = load_cellline_proteome(cell_prot_path, dtype, cell_kino_path, ncols=feature_subsample, scaling=scaling) self.input_shapes['cell_proteome'] = (self.df_cell_prot.shape[1] - 1,) df = df.merge(self.df_cell_prot[['CELLNAME']], on='CELLNAME') elif fea == 'categorical': df_cell_ids = df[['CELLNAME']].drop_duplicates() cell_ids = df_cell_ids['CELLNAME'].map(lambda x: x.replace(':', '.')) df_cell_cat = pd.get_dummies(cell_ids) df_cell_cat.index = df_cell_ids['CELLNAME'] self.df_cell_cat = df_cell_cat.reset_index() self.input_shapes['cell_categorical'] = (self.df_cell_cat.shape[1] - 1,) for fea in self.drug_features: if fea == 'descriptors': self.df_drug_desc = load_drug_descriptors(drug_desc_path, dtype, ncols=feature_subsample, scaling=scaling) self.input_shapes['drug_descriptors'] = (self.df_drug_desc.shape[1] - 1,) df = df.merge(self.df_drug_desc[['NSC']], on='NSC') elif fea == 'latent': self.df_drug_auen = load_drug_autoencoded(drug_auen_path, dtype, ncols=feature_subsample, scaling=scaling) self.input_shapes['drug_SMILES_latent'] = (self.df_drug_auen.shape[1] - 1,) df = df.merge(self.df_drug_auen[['NSC']], on='NSC') elif fea == 'noise': df_drug_ids = df[['NSC']].drop_duplicates() noise = np.random.normal(size=(df_drug_ids.shape[0], 500)) df_rand = pd.DataFrame(noise, index=df_drug_ids['NSC'], columns=['RAND-{:03d}'.format(x) for x in range(500)]) self.df_drug_rand = df_rand.reset_index() self.input_shapes['drug_random_vector'] = (self.df_drug_rand.shape[1] - 1,) logger.debug('Filtered down to {} rows with matching information.'.format(df.shape[0])) # df[['GROWTH', 'LOG_CONCENTRATION']].to_csv('filtered.response.csv') df_test_cell = pd.read_csv(test_cell_path) df_test_drug = pd.read_csv(test_drug_path, dtype={'NSC':object}) df_train_val = df[(~df['NSC'].isin(df_test_drug['NSC'])) & (~df['CELLNAME'].isin(df_test_cell['CELLNAME']))] logger.debug('Combined train and validation set has {} rows'.format(df_train_val.shape[0])) if test_cell_split and test_cell_split > 0: df_test_cell = df_train_val[['CELLNAME']].drop_duplicates().sample(frac=test_cell_split, random_state=seed) logger.debug('Use unseen drugs and a fraction of seen cell lines for testing: ' + ', '.join(sorted(list(df_test_cell['CELLNAME'])))) else: logger.debug('Use unseen drugs and predefined unseen cell lines for testing: ' + ', '.join(sorted(list(df_test_cell['CELLNAME'])))) df_test = df.merge(df_test_cell, on='CELLNAME').merge(df_test_drug, on='NSC') logger.debug('Test set has {} rows'.format(df_test.shape[0])) if shuffle: df_train_val = df_train_val.sample(frac=1.0, random_state=seed) df_test = df_test.sample(frac=1.0, random_state=seed) self.df_response = pd.concat([df_train_val, df_test]).reset_index(drop=True) if scramble: growth = self.df_response[['GROWTH']] random_growth = growth.iloc[np.random.permutation(np.arange(growth.shape[0]))].reset_index() self.df_response[['GROWTH']] = random_growth['GROWTH'] logger.warn('Randomly shuffled dose response growth values.') logger.info('Distribution of dose response:') logger.info(self.df_response[['GROWTH']].describe()) if category_cutoffs is not None: growth = self.df_response['GROWTH'] classes = np.digitize(growth, category_cutoffs) bc = np.bincount(classes) min_g = np.min(growth) / 100 max_g = np.max(growth) / 100 logger.info('Category cutoffs: {}'.format(category_cutoffs)) logger.info('Dose response bin counts:') for i, count in enumerate(bc): lower = min_g if i == 0 else category_cutoffs[i-1] upper = max_g if i == len(bc)-1 else category_cutoffs[i] logger.info(' Class {}: {:7d} ({:.4f}) - between {:+.2f} and {:+.2f}'. format(i, count, count/len(growth), lower, upper)) logger.info(' Total: {:9d}'.format(len(growth))) self.total = df_train_val.shape[0] self.n_test = df_test.shape[0] self.n_val = int(self.total * val_split) self.n_train = self.total - self.n_val logger.info('Rows in train: {}, val: {}, test: {}'.format(self.n_train, self.n_val, self.n_test)) logger.info('Input features shapes:') for k, v in self.input_shapes.items(): logger.info(' {}: {}'.format(k, v)) self.input_dim = sum([np.prod(x) for x in self.input_shapes.values()]) logger.info('Total input dimensions: {}'.format(self.input_dim)) class DataGenerator(object): """Generate training, validation or testing batches from loaded data """ def __init__(self, data, partition='train', batch_size=32, shape=None, concat=True, name='', cell_noise_sigma=None): """Initialize data Parameters ---------- data: DataLoader object loaded data object containing original data frames for molecular, drug and response data partition: 'train', 'val', or 'test' partition of data to generate for batch_size: integer (default 32) batch size of generated data shape: None, '1d' or 'add_1d' (default None) keep original feature shapes, make them flat or add one extra dimension (for convolution or locally connected layers in some frameworks) concat: True or False (default True) concatenate all features if set to True cell_noise_sigma: float standard deviation of guassian noise to add to cell line features during training """ self.lock = threading.Lock() self.data = data self.partition = partition self.batch_size = batch_size self.shape = shape self.concat = concat self.name = name self.cell_noise_sigma = cell_noise_sigma if partition == 'train': self.cycle = cycle(range(data.n_train)) self.num_data = data.n_train elif partition == 'val': self.cycle = cycle(range(data.total)[-data.n_val:]) self.num_data = data.n_val elif partition == 'test': self.cycle = cycle(range(data.total, data.total + data.n_test)) self.num_data = data.n_test else: raise Exception('Data partition "{}" not recognized.'.format(partition)) def flow(self): """Keep generating data batches """ while 1: self.lock.acquire() indices = list(islice(self.cycle, self.batch_size)) # print("\nProcess: {}, Batch indices start: {}".format(multiprocessing.current_process().name, indices[0])) # logger.debug('Gen {} at index: {}'.format(self.name, indices[0])) self.lock.release() df = self.data.df_response.iloc[indices, :] cell_column_beg = df.shape[1] for fea in self.data.cell_features: if fea == 'expression': df = pd.merge(df, self.data.df_cell_expr, on='CELLNAME') elif fea == 'mirna': df = pd.merge(df, self.data.df_cell_mirna, on='CELLNAME') elif fea == 'proteome': df = pd.merge(df, self.data.df_cell_prot, on='CELLNAME') elif fea == 'categorical': df = pd.merge(df, self.data.df_cell_cat, on='CELLNAME') cell_column_end = df.shape[1] for fea in self.data.drug_features: if fea == 'descriptors': df = df.merge(self.data.df_drug_desc, on='NSC') elif fea == 'latent': df = df.merge(self.data.df_drug_auen, on='NSC') elif fea == 'noise': df = df.merge(self.data.df_drug_rand, on='NSC') df = df.drop(['CELLNAME', 'NSC'], 1) x = np.array(df.iloc[:, 1:]) if self.cell_noise_sigma: c1 = cell_column_beg - 3 c2 = cell_column_end - 3 x[:, c1:c2] += np.random.randn(df.shape[0], c2-c1) * self.cell_noise_sigma y = np.array(df.iloc[:, 0]) y = y / 100. if self.concat: if self.shape == 'add_1d': yield x.reshape(x.shape + (1,)), y else: yield x, y else: x_list = [] index = 0 for v in self.data.input_shapes.values(): length = np.prod(v) subset = x[:, index:index+length] if self.shape == '1d': reshape = (x.shape[0], length) elif self.shape == 'add_1d': reshape = (x.shape[0],) + v + (1,) else: reshape = (x.shape[0],) + v x_list.append(subset.reshape(reshape)) index += length yield x_list, y
mit
platinhom/ManualHom
Coding/Python/scipy-html-0.16.1/generated/scipy-stats-johnsonsb-1.py
1
1134
from scipy.stats import johnsonsb import matplotlib.pyplot as plt fig, ax = plt.subplots(1, 1) # Calculate a few first moments: a, b = 4.32, 3.18 mean, var, skew, kurt = johnsonsb.stats(a, b, moments='mvsk') # Display the probability density function (``pdf``): x = np.linspace(johnsonsb.ppf(0.01, a, b), johnsonsb.ppf(0.99, a, b), 100) ax.plot(x, johnsonsb.pdf(x, a, b), 'r-', lw=5, alpha=0.6, label='johnsonsb pdf') # Alternatively, the distribution object can be called (as a function) # to fix the shape, location and scale parameters. This returns a "frozen" # RV object holding the given parameters fixed. # Freeze the distribution and display the frozen ``pdf``: rv = johnsonsb(a, b) ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf') # Check accuracy of ``cdf`` and ``ppf``: vals = johnsonsb.ppf([0.001, 0.5, 0.999], a, b) np.allclose([0.001, 0.5, 0.999], johnsonsb.cdf(vals, a, b)) # True # Generate random numbers: r = johnsonsb.rvs(a, b, size=1000) # And compare the histogram: ax.hist(r, normed=True, histtype='stepfilled', alpha=0.2) ax.legend(loc='best', frameon=False) plt.show()
gpl-2.0
mwjackson/heartnn
ffnn.py
1
2242
import csv from pprint import pprint from pybrain.tools.shortcuts import buildNetwork from pybrain.datasets import ClassificationDataSet from pybrain.supervised.trainers import BackpropTrainer from pybrain.structure import TanhLayer, SoftmaxLayer from pybrain.utilities import percentError import random from sklearn.metrics import precision_score, recall_score, confusion_matrix ds = ClassificationDataSet(13, nb_classes=2, class_labels=['healthy', 'heart disease']) with open('heart_data_norm.txt', 'r') as f: reader = csv.reader(f, delimiter='\t') next(reader, None) # skip header rows = [r for r in reader] random.shuffle(rows) # randomly shuffle the data # inspect a row from file pprint(rows[:1]) # add rows to dataset for row in rows: ds.appendLinked(row[:13], row[13:]) # convert from single bool, to 2 mutually exclusive categories ['not_heartdisease', 'heartdisease'] ds._convertToOneOfMany() # check what we have print ds.calculateStatistics() print ds.getLinked(0) # build network # by default hidden layer is sigmoid net = buildNetwork(ds.indim, 10, ds.outdim, bias=True, hiddenclass=TanhLayer, outclass=SoftmaxLayer) test_ds, train_ds = ds.splitWithProportion(0.15) # create backprop trainer trainer = BackpropTrainer(net, train_ds, learningrate=0.01, lrdecay=1.0, momentum=0.1, verbose=True, batchlearning=False, weightdecay=0.0) # train until end errors = trainer.trainUntilConvergence(maxEpochs=1000, verbose=True, continueEpochs=10, validationProportion=0.15) train_result = trainer.testOnClassData() test_result = trainer.testOnClassData(dataset=test_ds) print 'total epochs: {0} training error: {1}% test error: {2}%'.format( trainer.totalepochs, percentError(train_result, [0, 1]), percentError(test_result, [0, 1])) predicated_values = test_result actual_values = [int(v[1]) for v in list(test_ds['target'])] # convert categorical back to single var print 'actual:' print actual_values print 'predicted:' print predicated_values print 'precision: {0}'.format(str(precision_score(actual_values, predicated_values))) print 'recall: {0}'.format(str(recall_score(actual_values, predicated_values))) print 'confusion matrix:' print confusion_matrix(actual_values, predicated_values)
mit
lin-credible/scikit-learn
examples/covariance/plot_mahalanobis_distances.py
348
6232
r""" ================================================================ Robust covariance estimation and Mahalanobis distances relevance ================================================================ An example to show covariance estimation with the Mahalanobis distances on Gaussian distributed data. For Gaussian distributed data, the distance of an observation :math:`x_i` to the mode of the distribution can be computed using its Mahalanobis distance: :math:`d_{(\mu,\Sigma)}(x_i)^2 = (x_i - \mu)'\Sigma^{-1}(x_i - \mu)` where :math:`\mu` and :math:`\Sigma` are the location and the covariance of the underlying Gaussian distribution. In practice, :math:`\mu` and :math:`\Sigma` are replaced by some estimates. The usual covariance maximum likelihood estimate is very sensitive to the presence of outliers in the data set and therefor, the corresponding Mahalanobis distances are. One would better have to use a robust estimator of covariance to guarantee that the estimation is resistant to "erroneous" observations in the data set and that the associated Mahalanobis distances accurately reflect the true organisation of the observations. The Minimum Covariance Determinant estimator is a robust, high-breakdown point (i.e. it can be used to estimate the covariance matrix of highly contaminated datasets, up to :math:`\frac{n_\text{samples}-n_\text{features}-1}{2}` outliers) estimator of covariance. The idea is to find :math:`\frac{n_\text{samples}+n_\text{features}+1}{2}` observations whose empirical covariance has the smallest determinant, yielding a "pure" subset of observations from which to compute standards estimates of location and covariance. The Minimum Covariance Determinant estimator (MCD) has been introduced by P.J.Rousseuw in [1]. This example illustrates how the Mahalanobis distances are affected by outlying data: observations drawn from a contaminating distribution are not distinguishable from the observations coming from the real, Gaussian distribution that one may want to work with. Using MCD-based Mahalanobis distances, the two populations become distinguishable. Associated applications are outliers detection, observations ranking, clustering, ... For visualization purpose, the cubic root of the Mahalanobis distances are represented in the boxplot, as Wilson and Hilferty suggest [2] [1] P. J. Rousseeuw. Least median of squares regression. J. Am Stat Ass, 79:871, 1984. [2] Wilson, E. B., & Hilferty, M. M. (1931). The distribution of chi-square. Proceedings of the National Academy of Sciences of the United States of America, 17, 684-688. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.covariance import EmpiricalCovariance, MinCovDet n_samples = 125 n_outliers = 25 n_features = 2 # generate data gen_cov = np.eye(n_features) gen_cov[0, 0] = 2. X = np.dot(np.random.randn(n_samples, n_features), gen_cov) # add some outliers outliers_cov = np.eye(n_features) outliers_cov[np.arange(1, n_features), np.arange(1, n_features)] = 7. X[-n_outliers:] = np.dot(np.random.randn(n_outliers, n_features), outliers_cov) # fit a Minimum Covariance Determinant (MCD) robust estimator to data robust_cov = MinCovDet().fit(X) # compare estimators learnt from the full data set with true parameters emp_cov = EmpiricalCovariance().fit(X) ############################################################################### # Display results fig = plt.figure() plt.subplots_adjust(hspace=-.1, wspace=.4, top=.95, bottom=.05) # Show data set subfig1 = plt.subplot(3, 1, 1) inlier_plot = subfig1.scatter(X[:, 0], X[:, 1], color='black', label='inliers') outlier_plot = subfig1.scatter(X[:, 0][-n_outliers:], X[:, 1][-n_outliers:], color='red', label='outliers') subfig1.set_xlim(subfig1.get_xlim()[0], 11.) subfig1.set_title("Mahalanobis distances of a contaminated data set:") # Show contours of the distance functions xx, yy = np.meshgrid(np.linspace(plt.xlim()[0], plt.xlim()[1], 100), np.linspace(plt.ylim()[0], plt.ylim()[1], 100)) zz = np.c_[xx.ravel(), yy.ravel()] mahal_emp_cov = emp_cov.mahalanobis(zz) mahal_emp_cov = mahal_emp_cov.reshape(xx.shape) emp_cov_contour = subfig1.contour(xx, yy, np.sqrt(mahal_emp_cov), cmap=plt.cm.PuBu_r, linestyles='dashed') mahal_robust_cov = robust_cov.mahalanobis(zz) mahal_robust_cov = mahal_robust_cov.reshape(xx.shape) robust_contour = subfig1.contour(xx, yy, np.sqrt(mahal_robust_cov), cmap=plt.cm.YlOrBr_r, linestyles='dotted') subfig1.legend([emp_cov_contour.collections[1], robust_contour.collections[1], inlier_plot, outlier_plot], ['MLE dist', 'robust dist', 'inliers', 'outliers'], loc="upper right", borderaxespad=0) plt.xticks(()) plt.yticks(()) # Plot the scores for each point emp_mahal = emp_cov.mahalanobis(X - np.mean(X, 0)) ** (0.33) subfig2 = plt.subplot(2, 2, 3) subfig2.boxplot([emp_mahal[:-n_outliers], emp_mahal[-n_outliers:]], widths=.25) subfig2.plot(1.26 * np.ones(n_samples - n_outliers), emp_mahal[:-n_outliers], '+k', markeredgewidth=1) subfig2.plot(2.26 * np.ones(n_outliers), emp_mahal[-n_outliers:], '+k', markeredgewidth=1) subfig2.axes.set_xticklabels(('inliers', 'outliers'), size=15) subfig2.set_ylabel(r"$\sqrt[3]{\rm{(Mahal. dist.)}}$", size=16) subfig2.set_title("1. from non-robust estimates\n(Maximum Likelihood)") plt.yticks(()) robust_mahal = robust_cov.mahalanobis(X - robust_cov.location_) ** (0.33) subfig3 = plt.subplot(2, 2, 4) subfig3.boxplot([robust_mahal[:-n_outliers], robust_mahal[-n_outliers:]], widths=.25) subfig3.plot(1.26 * np.ones(n_samples - n_outliers), robust_mahal[:-n_outliers], '+k', markeredgewidth=1) subfig3.plot(2.26 * np.ones(n_outliers), robust_mahal[-n_outliers:], '+k', markeredgewidth=1) subfig3.axes.set_xticklabels(('inliers', 'outliers'), size=15) subfig3.set_ylabel(r"$\sqrt[3]{\rm{(Mahal. dist.)}}$", size=16) subfig3.set_title("2. from robust estimates\n(Minimum Covariance Determinant)") plt.yticks(()) plt.show()
bsd-3-clause
nelson-liu/scikit-learn
examples/decomposition/plot_ica_vs_pca.py
306
3329
""" ========================== FastICA on 2D point clouds ========================== This example illustrates visually in the feature space a comparison by results using two different component analysis techniques. :ref:`ICA` vs :ref:`PCA`. Representing ICA in the feature space gives the view of 'geometric ICA': ICA is an algorithm that finds directions in the feature space corresponding to projections with high non-Gaussianity. These directions need not be orthogonal in the original feature space, but they are orthogonal in the whitened feature space, in which all directions correspond to the same variance. PCA, on the other hand, finds orthogonal directions in the raw feature space that correspond to directions accounting for maximum variance. Here we simulate independent sources using a highly non-Gaussian process, 2 student T with a low number of degrees of freedom (top left figure). We mix them to create observations (top right figure). In this raw observation space, directions identified by PCA are represented by orange vectors. We represent the signal in the PCA space, after whitening by the variance corresponding to the PCA vectors (lower left). Running ICA corresponds to finding a rotation in this space to identify the directions of largest non-Gaussianity (lower right). """ print(__doc__) # Authors: Alexandre Gramfort, Gael Varoquaux # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.decomposition import PCA, FastICA ############################################################################### # Generate sample data rng = np.random.RandomState(42) S = rng.standard_t(1.5, size=(20000, 2)) S[:, 0] *= 2. # Mix data A = np.array([[1, 1], [0, 2]]) # Mixing matrix X = np.dot(S, A.T) # Generate observations pca = PCA() S_pca_ = pca.fit(X).transform(X) ica = FastICA(random_state=rng) S_ica_ = ica.fit(X).transform(X) # Estimate the sources S_ica_ /= S_ica_.std(axis=0) ############################################################################### # Plot results def plot_samples(S, axis_list=None): plt.scatter(S[:, 0], S[:, 1], s=2, marker='o', zorder=10, color='steelblue', alpha=0.5) if axis_list is not None: colors = ['orange', 'red'] for color, axis in zip(colors, axis_list): axis /= axis.std() x_axis, y_axis = axis # Trick to get legend to work plt.plot(0.1 * x_axis, 0.1 * y_axis, linewidth=2, color=color) plt.quiver(0, 0, x_axis, y_axis, zorder=11, width=0.01, scale=6, color=color) plt.hlines(0, -3, 3) plt.vlines(0, -3, 3) plt.xlim(-3, 3) plt.ylim(-3, 3) plt.xlabel('x') plt.ylabel('y') plt.figure() plt.subplot(2, 2, 1) plot_samples(S / S.std()) plt.title('True Independent Sources') axis_list = [pca.components_.T, ica.mixing_] plt.subplot(2, 2, 2) plot_samples(X / np.std(X), axis_list=axis_list) legend = plt.legend(['PCA', 'ICA'], loc='upper right') legend.set_zorder(100) plt.title('Observations') plt.subplot(2, 2, 3) plot_samples(S_pca_ / np.std(S_pca_, axis=0)) plt.title('PCA recovered signals') plt.subplot(2, 2, 4) plot_samples(S_ica_ / np.std(S_ica_)) plt.title('ICA recovered signals') plt.subplots_adjust(0.09, 0.04, 0.94, 0.94, 0.26, 0.36) plt.show()
bsd-3-clause
joeyginorio/Action-Understanding-with-Rational-Rules
experiments/2/data/model_predictions.py
1
17996
import sys sys.path.append('../../..') from model_src.grid_world import GridWorld from model_src.grid import Grid from model_src.hypothesis import Hypothesis from model_src.inference_machine import InferenceMachine import numpy as np import csv import matplotlib as mpl mpl.use('Agg') import matplotlib.pyplot as plt import collections import sys #################### Testing ############################ use = True trials = [use for i in range(16)] # trials[3] = True trialOn = 0 if len(sys.argv) > 1: trialOn = int(sys.argv[1]) trials[trialOn-1] = True ra = [0,1] rc = [0,1] else: sys.argv.append('-1') sys.argv.append('-1') sys.argv.append('-1') ra = [0,1] rc = [0,1] #Wall actions = [ #Single [[6,6,6]], [[6,6]], #Double [[6,6,6,6,'take',1,1,1]], [[6,6,8,8,'take',5,5,5]], #Triple [[6,6,6,6,'take',2,2,2,2,'take',8,8,8]], [[6,6,6,6,'take',1,1,1,1,'take',5,5,5]], [[6,6,8,8,'take',5,5,5,5,'take',3,3,3]], [[6,6,8,8,'take',0,0,0,0,'take',2,2,2]], # No wall #Single [[6,6,6]], [[6,6]], #Double [[6,6,6,6,'take',1,1,1]], [[3,3,3,3,'take',5,5,5]], #Triple [[6,6,6,6,'take',2,2,2,2,'take',8,8,8]], [[6,6,6,6,'take',1,1,1,1,'take',5,5,5]], [[3,3,3,3,'take',5,5,5,5,'take',3,3,3]], [[3,3,3,3,'take',0,0,0,0,'take',2,2,2]], ] # chek = [ # ["'A'", "Or('A','B')", "Or('A','C')"], # ["'B'", "Or('B',Then('B','A'))", "Or('B',Then('B','C'))"], # ["Then('A','B')", "And('A','B')", "And('A',Or('B','C'))"], # ["Then('B','A')", "Then('B',Or('A','C'))", "Then(Or('B','C'),'A')"], # ["Then('A','C')", "And('A','C')", "Then(Or('A','B'),'C')"], # ["Then('A','B','C')", "And('A','B','C')", "And('C',Then('A','B'))"], # ["Then('A','C','B')", "And('B',Then('A','C'))", "Then(And('A','C'),'B')"], # ["Then('B','A','C')", "Then('B',And('A','C'))", "Then(Or('B','C'),'A','C')"], # ["Or('A','C')", "Or('A','B','C')", "Or('A','C',Then('B','A'))"], # ["And('B',Or('A','C'))", "Then(Or('A','C'),'B')", "Then(Or('A','B','C'),'B')"], # ["Then(Or('B','C'),'A')", "Or(And('A','C'),Then('B','A'))", "And('A',Or('B','C'))"], # ["And('A','C')", "Or(And('A','C'),Then('B','C'))", "Or(And('A','C'),Then('B','A'))"], # ["'A'", "Or('A','B')", "Or('A','C')"], # ["Then('A','B')", "And('A','B')", "And('A',Or('B','C'))"], # ["Then('B','A')", "Then('B',Or('A','C'))", "Then(Or('B','C'),'A')"], # ["Then('A','C')", "And('A','C')", "Then(Or('A','B'),'C')"], # ["Or(Then('A','C'),Then('B','A'))", "Or(And('A','C'),Then('B','A'))","And('A',Or('B','C'))"], # ["Then('B',Or('A','C'))", "And('B',Or('A','C'))", "Then('B',Or('A','B','C'))"], # ["Then(Or('A','B'),'C')", "Or(And('A','C'),Then('B','C'))", "And('C',Or('A','B'))"] # ] # chek = [['A', 'A or B', 'A or C', 'A and C', 'A and B', 'A then B', 'A then C'], ['B then A then C', 'B', 'B then C', 'B then A', 'B then C then A'], ['C', 'B', 'B then C', 'B then A', 'B then A then C', 'C then B', 'B then C then A'], ['C', 'B or C', 'C then A then B', 'B and C', 'C then B then A', 'C then A', 'C then B'], ['A and B and C', 'A and (B or C)', 'A then B then C', 'C and (A then B)', 'A and B', 'A then B'], ['(A and C) then B', 'A and C', 'A then C then B', 'B and (A then C)', 'A then C'], ['B then A', 'B then A then C', 'B then (A and C)', 'B then (A or C)', '(B or C) then A'], ['B then (A and C)', 'B then C', 'B and C', 'B then (A or C)', '(A or B) then C', 'B and (C then A)', 'B then C then A'], ['C then A then B', 'A and C', '(B or C) then A', 'C then (A or B)', 'C then A', 'B and (C then A)'], ['C then (A or B)', 'C then B then A', 'C then B', 'B and C', '(B and C) then A'], ['A and B and C', '(A and B) then C', 'A then B then C', 'C and (A then B)', 'A then (B and C)', 'A and (B then C)'], ['A then C then B', 'A and (C then B)', '(A and C) then B', 'B and (A then C)', 'B and (A and C)', 'A then (B and C)'], ['B then (A and C)', 'C and (B then A)', '(A and B) then C', 'B and (A then C)', 'B then A then C', 'B and (A and C)'], ['B and (A and C)', 'B then C then A', '(B and C) then A', 'B then (A and C)', 'B and (C then A)'], ['C and (A then B)', 'C then A then B', 'C then (A and B)', '(A and C) then B', 'B and (A and C)', 'B and (C then A)'], ['C then B then A', 'C and (B then A)', 'C then (A and B)', 'A and (C then B)', '(B and C) then A']] # chek = [['B', 'B then C', 'B then A'], ['C', 'B', 'B then C'], ['B then C', 'B then C then A', 'B and C'], ['C then A', 'C then A then B', 'A and C'], ['B then A then C', 'B then (A and C)', 'C and (B then A)'], ['B then C then A', 'B then (A and C)', 'B and (C then A)'], ['C then A then B', 'B and (C then A)', '(A and C) then B'], ['C then B then A', 'C and (B then A)', 'C then (A and B)'],['B', 'B then C', 'B then A'], ['C', 'B', 'B then C'], ['B then C', 'B then C then A', 'B and C'], ['C then A', 'C then A then B', 'A and C'], ['B then A then C', 'B then (A and C)', 'C and (B then A)'], ['B then C then A', 'B then (A and C)', 'B and (C then A)'], ['C then A then B', 'B and (C then A)', '(A and C) then B'], ['C then B then A', 'C and (B then A)', 'C then (A and B)']] # chek = [['B', 'B then C', 'B then A'], ['C', 'B', 'B then C'], ['B then C', 'B then C then A', 'B and C'], ['C then A', 'C then A then B', 'B and (C then A)'], ['B then A then C', 'B then (A and C)', '(A and B) then C'], ['B then C then A', 'B and (C then A)', 'B then (A and C)'], ['C then A then B', 'B and (C then A)', '(A and C) then B'], ['C then B then A', '(B and C) then A', 'C and (B then A)'], ['B', 'B then C', 'B then A'], ['B', 'B then C', 'B then A'], ['B then C', 'B then C then A', 'B then (A or C)'], ['C then A', 'C then A then B', 'A and C'], ['B then A then C', 'B then (A and C)', '(A and B) then C'], ['B then C then A', 'B then (A and C)', 'A and (B then C)'], ['C then A then B', 'B and (C then A)', '(A and C) then B'], ['C then B then A', '(B and C) then A', 'C and (B then A)']] chek = \ [['B', 'A', 'C'], ['C', 'B', 'A'], ['B then C', 'B then A', 'B then C then A'], ['C then A', 'C then B', 'C then A then B'], ['B then A then C', 'B then (A and C)', '(A and B) then C'], ['B then C then A', 'B and (C then A)', 'B then (A and C)'], ['C then A then B', 'B and (C then A)', '(A and C) then B'], ['C then B then A', '(B and C) then A', 'C and (B then A)'], ['B', 'A', 'C'], ['B', 'A', 'C'], ['B then C', 'B then A', 'B then C then A'], ['C then A', 'C then B', 'C then A then B'], ['B then A then C', 'B then (A and C)', '(A and B) then C'], ['B then C then A', 'B then (A and C)', 'A and (B then C)'], ['C then A then B', 'B and (C then A)', '(A and C) then B'], ['C then B then A', '(B and C) then A', 'C and (B then A)']] # chek = [['C', 'B', 'A'], ['C', 'B', 'A'], ['B then C', 'B then A', 'B then A then C'], ['C then B', 'C then A', 'C then B then A'], ['B then A then C', 'B and (A then C)', '(A and B) then C'], ['B then C then A', '(B and C) then A', 'A and (B then C)'], ['C then A then B', 'C and (A then B)', '(A and C) then B'], ['C then B then A', '(B and C) then A', 'C and (B then A)'], ['C', 'B', 'A'], ['C', 'B', 'A'], ['B then C', 'B then A', 'B then A then C'], ['C then B', 'C then A', 'C then B then A'], ['B then A then C', 'B and (A then C)', '(A and B) then C'], ['B then C then A', '(B and C) then A', 'A and (B then C)'], ['C then A then B', 'C and (A then B)', '(A and C) then B'], ['C then B then A', '(B and C) then A', 'C and (B then A)']] # chek = [['C', 'B', 'A', 'A then C', 'B then C', 'B or C'], ['C', 'B', 'A', 'A then C', 'B then C', 'B or C'], ['B then C', 'B then A', 'B then A then C', 'B then C then A', 'B and C', 'A and B'], ['C then B', 'C then A', 'C then B then A', 'C then A then B', 'B and C', 'A and C'], ['B then A then C', 'B and (A then C)', '(A and B) then C', 'C and (B then A)', 'B then (A and C)', 'C or (B then A then C)'], ['B then C then A', '(B and C) then A', 'A and (B then C)', 'B and (C then A)', 'B then (A and C)', 'B or (B then C then A)'], ['C then A then B', 'C and (A then B)', '(A and C) then B', 'C then (A and B)', 'B and (C then A)', 'A or (C then A then B)'], ['C then B then A', '(B and C) then A', 'C and (B then A)', 'C then (A and B)', 'A and (C then B)', 'B or (C then B then A)'], ['C', 'B', 'A', 'A then C', 'B then C', 'B or C'], ['C', 'B', 'A', 'A then C', 'B then C', 'B or C'], ['B then C', 'B then A', 'B then A then C', 'B then C then A', 'B and C', 'A and B'], ['C then B', 'C then A', 'C then B then A', 'C then A then B', 'B and C', 'A and C'], ['B then A then C', 'B and (A then C)', '(A and B) then C', 'C and (B then A)', 'B then (A and C)', 'C or (B then A then C)'], ['B then C then A', '(B and C) then A', 'A and (B then C)', 'B and (C then A)', 'B then (A and C)', 'B or (B then C then A)'], ['C then A then B', 'C and (A then B)', '(A and C) then B', 'C then (A and B)', 'B and (C then A)', 'A or (C then A then B)'], ['C then B then A', '(B and C) then A', 'C and (B then A)', 'C then (A and B)', 'A and (C then B)', 'B or (C then B then A)']] testGrid = Grid('grid_worlds/bookGrid.txt', True) testGrid2 = Grid('grid_worlds/testGrid2.txt', True) grid1 = [[testGrid] for i in range(8)] grid2 = [[testGrid2] for i in range(8,17)] grid = grid1 + grid2 start1 = [[20] for i in range(17)] start = start1 ############################################################# def getDepthPosterior(posterior, primHypotheses, depth): currentPosterior = posterior[0] for i in range(1,len(posterior)): currentPosterior *= posterior[1] posterior = currentPosterior total = list() for i in range(2,depth+1): temp = 0 for j in range(len(posterior)): if primHypotheses[j] < i+2: temp += posterior[j] else: break total.append(temp) return total H = Hypothesis(Grid('grid_worlds/testGrid.txt', True)) depth = 6 # H.sampleHypotheses(5000) H.BFSampler(depth) H.parseToEnglish() # H.flattenAll() oFile = open('model_results_exp2_'+sys.argv[1]+'_'+'.csv','w') CSV = csv.writer(oFile) # CSV.writerow(['Trial','Rational Action', 'Rational Choice', 'Hypothesis Rank', # 'Hypothesis','Posterior']) # oFile2 = open('parsed_english.csv','w') # CSV2 = csv.writer(oFile2) # oFile3 = open('marginalLikelihood'+'Trial'+sys.argv[1]+'.csv','w') # CSV3 = csv.writer(oFile3) # CSV3.writerow(['Trial','Model','Depth2','Depth3','Depth4','Depth5','Depth6']) stimCounter = 1 lesion = ['RA/RC Lesion', 'RA Lesion','RC Lesion','Full Model'] cfull = list() infers = list() wall = [True]*8 + [False]*8 for trial in range(len(trials)): if trials[trial]: print '\n_______________' print 'TRIAL ',trial print '_______________' # plt.rcParams.update({'font.size': 100}) # plt.rcParams['xtick.major.pad']='15' # plt.rcParams['ytick.major.pad']='15' # fig = plt.figure(figsize=(100,100)) # fig.suptitle('Experiment '+str(stimCounter),fontsize=300) allMaxHyp = set() allData = list() allEval = list() for i in ra: for j in rc: if i != j: continue if trials[trial]: print '\n--------------------------------------------------------' # print 'Test single_1:' print 'Rational Action: ',i print 'Rational Choice: ',j print '\n' infer = InferenceMachine(3, grid[trial], start[trial], actions[trial], tauChoice=1, rationalAction=i, rationalChoice=j, hypotheses=H,MCMCOn=False,trials=trialOn) infers.append(infer) c = list() for k in range(3): # ind = infer.hypotheses.index(infer.maxHyp[k]) ind = H.englishHypotheses.index(chek[trial][k]) if i == 1 and j == 1: CSV.writerow([trial+1,'Full Model',wall[trial], k+1,H.englishHypotheses[ind],infer.posteriors[-1][ind]]) c.append(H.englishHypotheses[ind]) elif i == 0 and j == 0: CSV.writerow([trial+1,'Full Lesion', wall[trial],k+1,H.englishHypotheses[ind],infer.posteriors[-1][ind]]) if i ==1 and j==1: cfull.append(c) # allMaxHyp = set(infer.maxHypMCMC[0:3])` # allData.append(infer.hypPosteriorMCMC) # allEval.append(infer.evalHypMCMC) # CSV # OLD # unblock below this line # print '\n--------------------------------------------------------' # # print 'Test single_1:' # print 'Rational Action: ',i # print 'Rational Choice: ',j # print '\n' # infer = InferenceMachine(3, grid[trial], start[trial], actions[trial], tauChoice=.01, # rationalAction=i, rationalChoice=j, hypotheses=H,MCMCOn=False,trials=trialOn) # for k in range(3): # ind = infer.hypotheses.index(chek[trial][k]) # if i == 1 and j == 1: # CSV.writerow([trial+1,'Full Model',k+1,H.englishHypotheses[ind],infer.posteriors[-1][ind]]) # elif i == 1 and j == 0: # CSV.writerow([trial+1,'Alternate Model',k+1,H.englishHypotheses[ind],infer.posteriors[-1][ind]]) # # allMaxHyp = set(infer.maxHypMCMC[0:3])` # # allData.append(infer.hypPosteriorMCMC) # # allEval.append(infer.evalHypMCMC) # # CSV3.writerow([stimCounter,lesion[i*2+1*j]] + getDepthPosterior(infer.posteriors, infer.primHypotheses, depth)) # allMaxHyp = chek[trial] # allResults = list() # if trials[trial]: # for i in range(len(allData)): # # allMaxHyp = list(allMaxHyp) # results = dict() # for h in allMaxHyp: # if h in allData[i].keys(): # results.update({h:allData[i][h]}) # else: # ht = h # ht = ht.replace('And','H.And') # ht = ht.replace('Or','H.Or') # ht = ht.replace('Then','H.Then') # evalH = eval(ht) # check = [np.array_equal(evalH,c) for c in allEval[i]] # if any(check): # ind = check.index(True) # # print ind # results.update( {h: allData[i][allData[i].keys()[ind]] } ) # else: # results.update({h:0.0}) # allResults.append(results) # print 'here' # checkH = h # if 'H.' not in checkH: # checkH = checkH.replace('Or','H.Or') # checkH = checkH.replace('And','H.And') # checkH = checkH.replace('Then','H.Then') # check = [np.array_equal(eval(checkH), m) for m in infer.evalHypMCMC] # if not any(check): # results.update({h:0.0}) # else: # hIndex = check.index(True) # results.update({h:infer.hypPosteriorMCMC[infer.hypMCMC[hIndex]]}) # raise Exception # hypList = sorted(results,key=results.get,reverse=True) # results = list() # for data in allData: # temp = list() # for h in hypList: # try: # temp.append(data[h]) # except: # temp.append(0.0) # results.append(temp) # for i in range(len(results)): # fig.subplots_adjust(bottom=.2) # ax = fig.add_subplot(2,2,i+1) # ax.spines['bottom'].set_linewidth(10) # ax.spines['left'].set_linewidth(10) # ax.spines['right'].set_linewidth(0) # ax.spines['top'].set_linewidth(0) # ax.set_title(lesion[i],fontweight='bold') # width=0.8 # bins = map(lambda x: x-width/2,range(1,len(results[i])+1)) # ax.bar(bins,results[i],width=width) # ax.set_xticks(map(lambda x: x, range(1,len(results[i])+1))) # ax.set_xticklabels(hypList,rotation=45, rotation_mode="anchor", ha="right") # fig.subplots_adjust(hspace=.8) # plt.savefig('charts/experiment'+str(stimCounter), dpi=fig.dpi) # plt.close('all') # if len(results) > len(infer.hypotheses): # temp = len(infer.hypotheses) # else: # temp = len(results[0]) # print 'allMAXHYP' # print allMaxHyp # englishMaxHyp = list() # for h in allMaxHyp: # h = h.replace('Then','H.T') # h = h.replace('And','H.A') # h = h.replace('Or','H.O') # # print h # hEval = eval(h) # if hEval[0] == '(': # hEval = hEval[1:len(hEval)-1] # englishMaxHyp.append(hEval) # # print englishMaxHyp # for i in ra: # for j in rc: # for k in range(len(allMaxHyp)): # if k < 3: # # print englishMaxHyp # CSV.writerow([stimCounter, True if i is 1 else False, True if j is 1 else False, # englishMaxHyp[k],allResults[0][allMaxHyp[k]]]) # allResultsCopy = allResults # allDataCopy = allData # allMaxHypCopy = allMaxHyp # except: # aMaxHyp = allMaxHyp[k] # if 'H.' not in aMaxHyp: # aMaxHyp = aMaxHyp.replace('Or','H.Or') # aMaxHyp = aMaxHyp.replace('And','H.And') # aMaxHyp = aMaxHyp.replace('Then','H.Then') # check = [np.array_equal(eval(aMaxHyp), m) for m in infer.evalHypMCMC] # if not any(check): # h = aMaxHyp # evalH = eval(h) # if evalH[0] == '(': # evalH = evalH[1:len(evalH)-1] # print 'Here' # print evalH # CSV.writerow([stimCounter, True if i is 1 else False, True if j is 1 else False, k+1, # evalH,0.0]) # else: # index = check.index(True) # h = aMaxHyp # h = h.replace('Or','O') # h = h.replace('And','A') # h = h.replace('Then','T') # evalH = eval(h) # if evalH[0] == '(': # evalH = evalH[1:len(evalH)-1] # # print infer.hypotheses[index] # # print allData[i*2+1*j] # try: # CSV.writerow([stimCounter, True if i is 1 else False, True if j is 1 else False, k+1, # evalH, allData[i*2+1*j][infer.hypMCMC[index]]]) # except KeyError: # print 'HEREE' # CSV.writerow([stimCounter, True if i is 1 else False, True if j is 1 else False, k+1, # evalH, 0.0]) # elif k==temp-1: # CSV.writerow([stimCounter, True if i is 1 else False, True if j is 1 else False, k+1, # H.englishHypotheses[infer.hypotheses.index(hypList[k])],results[i*2+j*1][k]]) # englishReference = [infer.hypotheses.index(i) for i in hypList] # englishHypotheses = [H.englishHypotheses[i] for i in englishReference] # # temp = englishHypotheses[-1] # # temp = '"' + temp + '"' # englishHypotheses = ['"' + i + '"' for i in englishHypotheses[0:3]] # # englishHypotheses.append(temp) # englishHypotheses = [','.join(englishHypotheses)] # CSV2.writerow([stimCounter]+englishHypotheses) stimCounter += 1 oFile.close() # oFile2.close() # oFile3.close() """ Parents turned around, any effecct? Was it mentioned why parents peeking is a problem? """
mit
tanmay987/deepLearning
weight-initialization/helper.py
153
3649
import numpy as np import matplotlib.pyplot as plt import tensorflow as tf def hist_dist(title, distribution_tensor, hist_range=(-4, 4)): """ Display histogram of a TF distribution """ with tf.Session() as sess: values = sess.run(distribution_tensor) plt.title(title) plt.hist(values, np.linspace(*hist_range, num=len(values)/2)) plt.show() def _get_loss_acc(dataset, weights): """ Get losses and validation accuracy of example neural network """ batch_size = 128 epochs = 2 learning_rate = 0.001 features = tf.placeholder(tf.float32) labels = tf.placeholder(tf.float32) learn_rate = tf.placeholder(tf.float32) biases = [ tf.Variable(tf.zeros([256])), tf.Variable(tf.zeros([128])), tf.Variable(tf.zeros([dataset.train.labels.shape[1]])) ] # Layers layer_1 = tf.nn.relu(tf.matmul(features, weights[0]) + biases[0]) layer_2 = tf.nn.relu(tf.matmul(layer_1, weights[1]) + biases[1]) logits = tf.matmul(layer_2, weights[2]) + biases[2] # Training loss loss = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(logits=logits, labels=labels)) # Optimizer optimizer = tf.train.AdamOptimizer(learn_rate).minimize(loss) # Accuracy correct_prediction = tf.equal(tf.argmax(logits, 1), tf.argmax(labels, 1)) accuracy = tf.reduce_mean(tf.cast(correct_prediction, tf.float32)) # Measurements use for graphing loss loss_batch = [] with tf.Session() as session: session.run(tf.global_variables_initializer()) batch_count = int((dataset.train.num_examples / batch_size)) # The training cycle for epoch_i in range(epochs): for batch_i in range(batch_count): batch_features, batch_labels = dataset.train.next_batch(batch_size) # Run optimizer and get loss session.run( optimizer, feed_dict={features: batch_features, labels: batch_labels, learn_rate: learning_rate}) l = session.run( loss, feed_dict={features: batch_features, labels: batch_labels, learn_rate: learning_rate}) loss_batch.append(l) valid_acc = session.run( accuracy, feed_dict={features: dataset.validation.images, labels: dataset.validation.labels, learn_rate: 1.0}) # Hack to Reset batches dataset.train._index_in_epoch = 0 dataset.train._epochs_completed = 0 return loss_batch, valid_acc def compare_init_weights( dataset, title, weight_init_list, plot_n_batches=100): """ Plot loss and print stats of weights using an example neural network """ colors = ['r', 'b', 'g', 'c', 'y', 'k'] label_accs = [] label_loss = [] assert len(weight_init_list) <= len(colors), 'Too many inital weights to plot' for i, (weights, label) in enumerate(weight_init_list): loss, val_acc = _get_loss_acc(dataset, weights) plt.plot(loss[:plot_n_batches], colors[i], label=label) label_accs.append((label, val_acc)) label_loss.append((label, loss[-1])) plt.title(title) plt.xlabel('Batches') plt.ylabel('Loss') plt.legend(bbox_to_anchor=(1.05, 1), loc=2, borderaxespad=0.) plt.show() print('After 858 Batches (2 Epochs):') print('Validation Accuracy') for label, val_acc in label_accs: print(' {:7.3f}% -- {}'.format(val_acc*100, label)) print('Loss') for label, loss in label_loss: print(' {:7.3f} -- {}'.format(loss, label))
mit
wesm/ibis
ibis/impala/tests/test_metadata.py
1
4536
# Copyright 2014 Cloudera Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import pandas as pd from numpy import nan from ibis.compat import unittest from ibis.impala.metadata import parse_metadata def _glue_lists_spacer(spacer, lists): result = list(lists[0]) for lst in lists[1:]: result.append(spacer) result.extend(lst) return result class TestMetadataParser(unittest.TestCase): @classmethod def setUpClass(cls): cls.spacer = ('', nan, nan) cls.schema = [ ('# col_name', 'data_type', 'comment'), cls.spacer, ('foo', 'int', nan), ('bar', 'tinyint', nan), ('baz', 'bigint', nan) ] cls.partitions = [ ('# Partition Information', nan, nan), ('# col_name', 'data_type', 'comment'), cls.spacer, ('qux', 'bigint', nan) ] cls.info = [ ('# Detailed Table Information', nan, nan), ('Database:', 'tpcds', nan), ('Owner:', 'wesm', nan), ('CreateTime:', 'Sun Nov 08 01:09:42 PST 2015', nan), ('LastAccessTime:', 'UNKNOWN', nan), ('Protect Mode:', 'None', nan), ('Retention:', '0', nan), ('Location:', ('hdfs://host-name:20500/my.db' '/dbname.table_name'), nan), ('Table Type:', 'EXTERNAL_TABLE', nan), ('Table Parameters:', nan, nan), ('', 'EXTERNAL', 'TRUE'), ('', 'STATS_GENERATED_VIA_STATS_TASK', 'true'), ('', 'numRows', '183592'), ('', 'transient_lastDdlTime', '1447340941'), ] cls.storage_info = [ ('# Storage Information', nan, nan), ('SerDe Library:', ('org.apache.hadoop' '.hive.serde2.lazy.LazySimpleSerDe'), nan), ('InputFormat:', 'org.apache.hadoop.mapred.TextInputFormat', nan), ('OutputFormat:', 'org.apache.hadoop.hive.ql.io.HiveIgnoreKeyTextOutputFormat', nan), ('Compressed:', 'No', nan), ('Num Buckets:', '0', nan), ('Bucket Columns:', '[]', nan), ('Sort Columns:', '[]', nan), ('Storage Desc Params:', nan, nan), ('', 'field.delim', '|'), ('', 'serialization.format', '|') ] cls.part_metadata = pd.DataFrame.from_records( _glue_lists_spacer(cls.spacer, [cls.schema, cls.partitions, cls.info, cls.storage_info]), columns=['name', 'type', 'comment']) cls.unpart_metadata = pd.DataFrame.from_records( _glue_lists_spacer(cls.spacer, [cls.schema, cls.info, cls.storage_info]), columns=['name', 'type', 'comment']) cls.parsed_part = parse_metadata(cls.part_metadata) cls.parsed_unpart = parse_metadata(cls.unpart_metadata) def test_table_params(self): params = self.parsed_part.info['Table Parameters'] assert params['EXTERNAL'] is True assert params['STATS_GENERATED_VIA_STATS_TASK'] is True assert params['numRows'] == 183592 assert (params['transient_lastDdlTime'] == pd.Timestamp('2015-11-12 15:09:01')) def test_partitions(self): assert self.parsed_unpart.partitions is None assert self.parsed_part.partitions == [('qux', 'bigint')] def test_schema(self): assert self.parsed_part.schema == [ ('foo', 'int'), ('bar', 'tinyint'), ('baz', 'bigint') ] def test_storage_info(self): storage = self.parsed_part.storage assert storage['Compressed'] is False assert storage['Num Buckets'] == 0 def test_storage_params(self): params = self.parsed_part.storage['Desc Params'] assert params['field.delim'] == '|' assert params['serialization.format'] == '|'
apache-2.0
itaiin/arrow
python/setup.py
2
23194
#!/usr/bin/env python # Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. import contextlib import glob import os import os.path as osp import re import shlex import shutil import sys from Cython.Distutils import build_ext as _build_ext import Cython import pkg_resources from setuptools import setup, Extension, Distribution from os.path import join as pjoin from distutils.command.clean import clean as _clean from distutils.util import strtobool from distutils import sysconfig # Check if we're running 64-bit Python is_64_bit = sys.maxsize > 2**32 if Cython.__version__ < '0.29': raise Exception('Please upgrade to Cython 0.29 or newer') setup_dir = os.path.abspath(os.path.dirname(__file__)) @contextlib.contextmanager def changed_dir(dirname): oldcwd = os.getcwd() os.chdir(dirname) try: yield finally: os.chdir(oldcwd) class clean(_clean): def run(self): _clean.run(self) for x in []: try: os.remove(x) except OSError: pass class build_ext(_build_ext): _found_names = () def build_extensions(self): numpy_incl = pkg_resources.resource_filename('numpy', 'core/include') self.extensions = [ext for ext in self.extensions if ext.name != '__dummy__'] for ext in self.extensions: if (hasattr(ext, 'include_dirs') and numpy_incl not in ext.include_dirs): ext.include_dirs.append(numpy_incl) _build_ext.build_extensions(self) def run(self): self._run_cmake() _build_ext.run(self) # adapted from cmake_build_ext in dynd-python # github.com/libdynd/dynd-python description = "Build the C-extensions for arrow" user_options = ([('cmake-generator=', None, 'CMake generator'), ('extra-cmake-args=', None, 'extra arguments for CMake'), ('build-type=', None, 'build type (debug or release), default release'), ('boost-namespace=', None, 'namespace of boost (default: boost)'), ('with-cuda', None, 'build the Cuda extension'), ('with-flight', None, 'build the Flight extension'), ('with-parquet', None, 'build the Parquet extension'), ('with-static-parquet', None, 'link parquet statically'), ('with-static-boost', None, 'link boost statically'), ('with-plasma', None, 'build the Plasma extension'), ('with-tensorflow', None, 'build pyarrow with TensorFlow support'), ('with-orc', None, 'build the ORC extension'), ('with-gandiva', None, 'build the Gandiva extension'), ('generate-coverage', None, 'enable Cython code coverage'), ('bundle-boost', None, 'bundle the (shared) Boost libraries'), ('bundle-arrow-cpp', None, 'bundle the Arrow C++ libraries')] + _build_ext.user_options) def initialize_options(self): _build_ext.initialize_options(self) self.cmake_generator = os.environ.get('PYARROW_CMAKE_GENERATOR') if not self.cmake_generator and sys.platform == 'win32': self.cmake_generator = 'Visual Studio 14 2015 Win64' self.extra_cmake_args = os.environ.get('PYARROW_CMAKE_OPTIONS', '') self.build_type = os.environ.get('PYARROW_BUILD_TYPE', 'release').lower() self.boost_namespace = os.environ.get('PYARROW_BOOST_NAMESPACE', 'boost') self.cmake_cxxflags = os.environ.get('PYARROW_CXXFLAGS', '') if sys.platform == 'win32': # Cannot do debug builds in Windows unless Python itself is a debug # build if not hasattr(sys, 'gettotalrefcount'): self.build_type = 'release' self.with_cuda = strtobool( os.environ.get('PYARROW_WITH_CUDA', '0')) self.with_flight = strtobool( os.environ.get('PYARROW_WITH_FLIGHT', '0')) self.with_parquet = strtobool( os.environ.get('PYARROW_WITH_PARQUET', '0')) self.with_static_parquet = strtobool( os.environ.get('PYARROW_WITH_STATIC_PARQUET', '0')) self.with_static_boost = strtobool( os.environ.get('PYARROW_WITH_STATIC_BOOST', '0')) self.with_plasma = strtobool( os.environ.get('PYARROW_WITH_PLASMA', '0')) self.with_tensorflow = strtobool( os.environ.get('PYARROW_WITH_TENSORFLOW', '0')) self.with_orc = strtobool( os.environ.get('PYARROW_WITH_ORC', '0')) self.with_gandiva = strtobool( os.environ.get('PYARROW_WITH_GANDIVA', '0')) self.generate_coverage = strtobool( os.environ.get('PYARROW_GENERATE_COVERAGE', '0')) self.bundle_arrow_cpp = strtobool( os.environ.get('PYARROW_BUNDLE_ARROW_CPP', '0')) self.bundle_boost = strtobool( os.environ.get('PYARROW_BUNDLE_BOOST', '0')) CYTHON_MODULE_NAMES = [ 'lib', '_csv', '_cuda', '_flight', '_parquet', '_orc', '_plasma', 'gandiva'] def _run_cmake(self): # The directory containing this setup.py source = osp.dirname(osp.abspath(__file__)) # The staging directory for the module being built build_temp = pjoin(os.getcwd(), self.build_temp) build_lib = os.path.join(os.getcwd(), self.build_lib) saved_cwd = os.getcwd() if not os.path.isdir(self.build_temp): self.mkpath(self.build_temp) # Change to the build directory with changed_dir(self.build_temp): # Detect if we built elsewhere if os.path.isfile('CMakeCache.txt'): cachefile = open('CMakeCache.txt', 'r') cachedir = re.search('CMAKE_CACHEFILE_DIR:INTERNAL=(.*)', cachefile.read()).group(1) cachefile.close() if (cachedir != build_temp): return static_lib_option = '' cmake_options = [ '-DPYTHON_EXECUTABLE=%s' % sys.executable, static_lib_option, ] if self.cmake_generator: cmake_options += ['-G', self.cmake_generator] if self.with_cuda: cmake_options.append('-DPYARROW_BUILD_CUDA=on') if self.with_flight: cmake_options.append('-DPYARROW_BUILD_FLIGHT=on') if self.with_parquet: cmake_options.append('-DPYARROW_BUILD_PARQUET=on') if self.with_static_parquet: cmake_options.append('-DPYARROW_PARQUET_USE_SHARED=off') if not self.with_static_boost: cmake_options.append('-DPYARROW_BOOST_USE_SHARED=on') else: cmake_options.append('-DPYARROW_BOOST_USE_SHARED=off') if self.with_plasma: cmake_options.append('-DPYARROW_BUILD_PLASMA=on') if self.with_tensorflow: cmake_options.append('-DPYARROW_USE_TENSORFLOW=on') if self.with_orc: cmake_options.append('-DPYARROW_BUILD_ORC=on') if self.with_gandiva: cmake_options.append('-DPYARROW_BUILD_GANDIVA=on') if len(self.cmake_cxxflags) > 0: cmake_options.append('-DPYARROW_CXXFLAGS={0}' .format(self.cmake_cxxflags)) if self.generate_coverage: cmake_options.append('-DPYARROW_GENERATE_COVERAGE=on') if self.bundle_arrow_cpp: cmake_options.append('-DPYARROW_BUNDLE_ARROW_CPP=ON') # ARROW-1090: work around CMake rough edges if 'ARROW_HOME' in os.environ and sys.platform != 'win32': pkg_config = pjoin(os.environ['ARROW_HOME'], 'lib', 'pkgconfig') os.environ['PKG_CONFIG_PATH'] = pkg_config del os.environ['ARROW_HOME'] if self.bundle_boost: cmake_options.append('-DPYARROW_BUNDLE_BOOST=ON') cmake_options.append('-DCMAKE_BUILD_TYPE={0}' .format(self.build_type.lower())) if self.boost_namespace != 'boost': cmake_options.append('-DBoost_NAMESPACE={}' .format(self.boost_namespace)) extra_cmake_args = shlex.split(self.extra_cmake_args) build_tool_args = [] if sys.platform == 'win32': if not is_64_bit: raise RuntimeError('Not supported on 32-bit Windows') else: build_tool_args.append('--') if os.environ.get('PYARROW_BUILD_VERBOSE', '0') == '1': cmake_options.append('-DCMAKE_VERBOSE_MAKEFILE=ON') if os.environ.get('PYARROW_PARALLEL'): build_tool_args.append( '-j{0}'.format(os.environ['PYARROW_PARALLEL'])) # Generate the build files print("-- Running cmake for pyarrow") self.spawn(['cmake'] + extra_cmake_args + cmake_options + [source]) print("-- Finished cmake for pyarrow") # Do the build print("-- Running cmake --build for pyarrow") self.spawn(['cmake', '--build', '.', '--config', self.build_type] + build_tool_args) print("-- Finished cmake --build for pyarrow") if self.inplace: # a bit hacky build_lib = saved_cwd # Move the libraries to the place expected by the Python build try: os.makedirs(pjoin(build_lib, 'pyarrow')) except OSError: pass if sys.platform == 'win32': build_prefix = '' else: build_prefix = self.build_type print('Bundling includes: ' + pjoin(build_prefix, 'include')) if os.path.exists(pjoin(build_lib, 'pyarrow', 'include')): shutil.rmtree(pjoin(build_lib, 'pyarrow', 'include')) shutil.move(pjoin(build_prefix, 'include'), pjoin(build_lib, 'pyarrow')) # Move the built C-extension to the place expected by the Python # build self._found_names = [] for name in self.CYTHON_MODULE_NAMES: built_path = self.get_ext_built(name) if not os.path.exists(built_path): print('Did not find {0}'.format(built_path)) if self._failure_permitted(name): print('Cython module {0} failure permitted' .format(name)) continue raise RuntimeError('pyarrow C-extension failed to build:', os.path.abspath(built_path)) cpp_generated_path = self.get_ext_generated_cpp_source(name) if not os.path.exists(cpp_generated_path): raise RuntimeError('expected to find generated C++ file ' 'in {0!r}'.format(cpp_generated_path)) # The destination path to move the generated C++ source to # (for Cython source coverage) cpp_path = pjoin(build_lib, self._get_build_dir(), os.path.basename(cpp_generated_path)) if os.path.exists(cpp_path): os.remove(cpp_path) # The destination path to move the built C extension to ext_path = pjoin(build_lib, self._get_cmake_ext_path(name)) if os.path.exists(ext_path): os.remove(ext_path) self.mkpath(os.path.dirname(ext_path)) print('Moving generated C++ source', cpp_generated_path, 'to build path', cpp_path) shutil.move(cpp_generated_path, cpp_path) print('Moving built C-extension', built_path, 'to build path', ext_path) shutil.move(built_path, ext_path) self._found_names.append(name) if os.path.exists(self.get_ext_built_api_header(name)): shutil.move(self.get_ext_built_api_header(name), pjoin(os.path.dirname(ext_path), name + '_api.h')) if self.bundle_arrow_cpp: print(pjoin(build_lib, 'pyarrow')) move_shared_libs(build_prefix, build_lib, "arrow") move_shared_libs(build_prefix, build_lib, "arrow_python") if self.with_cuda: move_shared_libs(build_prefix, build_lib, "arrow_gpu") if self.with_flight: move_shared_libs(build_prefix, build_lib, "arrow_flight") if self.with_plasma: move_shared_libs(build_prefix, build_lib, "plasma") if self.with_gandiva: move_shared_libs(build_prefix, build_lib, "gandiva") if self.with_parquet and not self.with_static_parquet: move_shared_libs(build_prefix, build_lib, "parquet") if not self.with_static_boost and self.bundle_boost: move_shared_libs( build_prefix, build_lib, "{}_filesystem".format(self.boost_namespace), implib_required=False) move_shared_libs( build_prefix, build_lib, "{}_system".format(self.boost_namespace), implib_required=False) move_shared_libs( build_prefix, build_lib, "{}_regex".format(self.boost_namespace), implib_required=False) if sys.platform == 'win32': # zlib uses zlib.dll for Windows zlib_lib_name = 'zlib' move_shared_libs(build_prefix, build_lib, zlib_lib_name, implib_required=False) if self.with_plasma: # Move the plasma store source = os.path.join(self.build_type, "plasma_store_server") target = os.path.join(build_lib, self._get_build_dir(), "plasma_store_server") shutil.move(source, target) def _failure_permitted(self, name): if name == '_parquet' and not self.with_parquet: return True if name == '_plasma' and not self.with_plasma: return True if name == '_orc' and not self.with_orc: return True if name == '_flight' and not self.with_flight: return True if name == '_cuda' and not self.with_cuda: return True if name == 'gandiva' and not self.with_gandiva: return True return False def _get_build_dir(self): # Get the package directory from build_py build_py = self.get_finalized_command('build_py') return build_py.get_package_dir('pyarrow') def _get_cmake_ext_path(self, name): # This is the name of the arrow C-extension suffix = sysconfig.get_config_var('EXT_SUFFIX') if suffix is None: suffix = sysconfig.get_config_var('SO') filename = name + suffix return pjoin(self._get_build_dir(), filename) def get_ext_generated_cpp_source(self, name): if sys.platform == 'win32': head, tail = os.path.split(name) return pjoin(head, tail + ".cpp") else: return pjoin(name + ".cpp") def get_ext_built_api_header(self, name): if sys.platform == 'win32': head, tail = os.path.split(name) return pjoin(head, tail + "_api.h") else: return pjoin(name + "_api.h") def get_ext_built(self, name): if sys.platform == 'win32': head, tail = os.path.split(name) suffix = sysconfig.get_config_var('SO') # Visual Studio seems to differ from other generators in # where it places output files. if self.cmake_generator.startswith('Visual Studio'): return pjoin(head, self.build_type, tail + suffix) else: return pjoin(head, tail + suffix) else: suffix = sysconfig.get_config_var('SO') return pjoin(self.build_type, name + suffix) def get_names(self): return self._found_names def get_outputs(self): # Just the C extensions # regular_exts = _build_ext.get_outputs(self) return [self._get_cmake_ext_path(name) for name in self.get_names()] def move_shared_libs(build_prefix, build_lib, lib_name, implib_required=True): if sys.platform == 'win32': # Move all .dll and .lib files libs = [lib_name + '.dll'] if implib_required: libs.append(lib_name + '.lib') for filename in libs: shutil.move(pjoin(build_prefix, filename), pjoin(build_lib, 'pyarrow', filename)) else: _move_shared_libs_unix(build_prefix, build_lib, lib_name) def _move_shared_libs_unix(build_prefix, build_lib, lib_name): shared_library_prefix = 'lib' if sys.platform == 'darwin': shared_library_suffix = '.dylib' else: shared_library_suffix = '.so' lib_filename = (shared_library_prefix + lib_name + shared_library_suffix) # Also copy libraries with ABI/SO version suffix if sys.platform == 'darwin': lib_pattern = (shared_library_prefix + lib_name + ".*" + shared_library_suffix[1:]) libs = glob.glob(pjoin(build_prefix, lib_pattern)) else: libs = glob.glob(pjoin(build_prefix, lib_filename) + '*') if not libs: raise Exception('Could not find library:' + lib_filename + ' in ' + build_prefix) # Longest suffix library should be copied, all others symlinked libs.sort(key=lambda s: -len(s)) print(libs, libs[0]) lib_filename = os.path.basename(libs[0]) shutil.move(pjoin(build_prefix, lib_filename), pjoin(build_lib, 'pyarrow', lib_filename)) for lib in libs[1:]: filename = os.path.basename(lib) link_name = pjoin(build_lib, 'pyarrow', filename) if not os.path.exists(link_name): os.symlink(lib_filename, link_name) # If the event of not running from a git clone (e.g. from a git archive # or a Python sdist), see if we can set the version number ourselves default_version = '0.12.0-SNAPSHOT' if (not os.path.exists('../.git') and not os.environ.get('SETUPTOOLS_SCM_PRETEND_VERSION')): if os.path.exists('PKG-INFO'): # We're probably in a Python sdist, setuptools_scm will handle fine pass else: os.environ['SETUPTOOLS_SCM_PRETEND_VERSION'] = \ default_version.replace('-SNAPSHOT', 'a0') # See https://github.com/pypa/setuptools_scm#configuration-parameters scm_version_write_to_prefix = os.environ.get( 'SETUPTOOLS_SCM_VERSION_WRITE_TO_PREFIX', setup_dir) def parse_git(root, **kwargs): """ Parse function for setuptools_scm that ignores tags for non-C++ subprojects, e.g. apache-arrow-js-XXX tags. """ from setuptools_scm.git import parse kwargs['describe_command'] =\ 'git describe --dirty --tags --long --match "apache-arrow-[0-9].*"' return parse(root, **kwargs) with open('README.md') as f: long_description = f.read() class BinaryDistribution(Distribution): def has_ext_modules(foo): return True install_requires = ( 'numpy >= 1.14', 'six >= 1.0.0', 'futures; python_version < "3.2"', 'enum34 >= 1.1.6; python_version < "3.4"', ) # Only include pytest-runner in setup_requires if we're invoking tests if {'pytest', 'test', 'ptr'}.intersection(sys.argv): setup_requires = ['pytest-runner'] else: setup_requires = [] setup( name='pyarrow', packages=['pyarrow', 'pyarrow.tests'], zip_safe=False, package_data={'pyarrow': ['*.pxd', '*.pyx', 'includes/*.pxd']}, include_package_data=True, distclass=BinaryDistribution, # Dummy extension to trigger build_ext ext_modules=[Extension('__dummy__', sources=[])], cmdclass={ 'clean': clean, 'build_ext': build_ext }, entry_points={ 'console_scripts': [ 'plasma_store = pyarrow:_plasma_store_entry_point' ] }, use_scm_version={ 'root': os.path.dirname(setup_dir), 'parse': parse_git, 'write_to': os.path.join(scm_version_write_to_prefix, 'pyarrow/_generated_version.py') }, setup_requires=['setuptools_scm', 'cython >= 0.29'] + setup_requires, install_requires=install_requires, tests_require=['pytest', 'pandas', 'hypothesis', 'pathlib2; python_version < "3.4"'], description='Python library for Apache Arrow', long_description=long_description, long_description_content_type='text/markdown', classifiers=[ 'License :: OSI Approved :: Apache Software License', 'Programming Language :: Python :: 2.7', 'Programming Language :: Python :: 3.5', 'Programming Language :: Python :: 3.6', 'Programming Language :: Python :: 3.7', ], license='Apache License, Version 2.0', maintainer='Apache Arrow Developers', maintainer_email='[email protected]', test_suite='pyarrow.tests', url='https://arrow.apache.org/' )
apache-2.0
aerler/WRF-Projects
src/projects/GreatLakes/__init__.py
1
3398
''' Created on 2016-04-13 A package that contains settings for the GreatLakes region projects for use with the geodata package. @author: Andre R. Erler, GPL v3 ''' # import figure settings from .figure_settings import getVariableSettings, getFigureSettings, figure_folder from warnings import warn # import map projection settings (basemap) try: from .map_settings import getSetup, map_folder except IOError: warn("Error importing map settings - possibly due to missing shape data.") except ImportError: warn("Error importing map settings - 'basemap' is likely not installed.") # N.B.: apparently Basemap is not maintained anymore and dedent does not exist in matplotlib anymore... # but replacing dedent with cleandoc as shown below in mpl_toolkits/basemap/proj.py and # mpl_toolkits/basemap/__init__.py seems to do the trick # try: # from matplotlib.cbook import dedent # except ImportError: # from inspect import cleandoc as dedent ## import load functions with GreatLakes experiments into local namespace try: # import relevant WRF experiments from .WRF_experiments import WRF_exps, WRF_ens # import WRF load functions from .WRF_experiments import loadWRF, loadWRF_Shp, loadWRF_Stn, loadWRF_TS, loadWRF_ShpTS, loadWRF_StnTS, loadWRF_Ensemble, loadWRF_ShpEns, loadWRF_StnEns except (ImportError,IOError): WRF_exps = None; WRF_ens = None warn("Error importing WRF experiments.") try: # also load CESM experiments and functions from projects.CESM_experiments import CESM_exps, CESM_ens # import CESM load functions from projects.CESM_experiments import loadCESM, loadCESM_Shp, loadCESM_Stn, loadCESM_TS, loadCESM_ShpTS, loadCESM_StnTS, loadCESM_Ensemble, loadCESM_ShpEns, loadCESM_StnEns except (ImportError,IOError): CESM_exps = None; CESM_ens = None warn("Error importing CESM experiments.") # add relevant experiments to general load functions from datasets.common import loadDataset, loadEnsembleTS, addLoadFcts try: from datasets.Unity import loadUnity, loadUnity_Shp, loadUnity_Stn, loadUnity_ShpTS, loadUnity_StnTS # loadUnity_TS doesn't exist except (ImportError,IOError): warn("Error importing Unified Observational Dataset 'Unity'.") unity_grid = 'glb1_d02' # Unified Dataset default grid # N.B.: it is recommended to import Unity load fcts. from here # modify functions (wont affect modified WRF/CESM functions) addLoadFcts(locals(), locals(), unity_grid=unity_grid , WRF_exps=WRF_exps, WRF_ens=WRF_ens, CESM_exps=CESM_exps, CESM_ens=CESM_ens) ## import shape dictionaries # provinces, major basins and lakes etc. try: from projects.WSC_basins import basins, provinces, great_lakes, gauges # import the dicts with unique entries except (ImportError,IOError): warn("Error importing shape files and/or WSC module.") # southern Ontario watersheds try: from .SON_settings import son_ws_names, son_watersheds except (ImportError,IOError): warn("Error importing shape files from SON module.") # import figure with hydro settings from .analysis_settings import loadStationEnsemble, loadShapeEnsemble, loadShapeObservations # load datasets from .analysis_settings import loadStationFit, loadShapeFit from .analysis_settings import exps_rc, variables_rc, constraints_rc from .analysis_settings import climFigAx, climPlot, evaFigAx, distPlot, quantPlot # plotting
gpl-3.0
shenzebang/scikit-learn
examples/cluster/plot_cluster_comparison.py
246
4684
""" ========================================================= Comparing different clustering algorithms on toy datasets ========================================================= This example aims at showing characteristics of different clustering algorithms on datasets that are "interesting" but still in 2D. The last dataset is an example of a 'null' situation for clustering: the data is homogeneous, and there is no good clustering. While these examples give some intuition about the algorithms, this intuition might not apply to very high dimensional data. The results could be improved by tweaking the parameters for each clustering strategy, for instance setting the number of clusters for the methods that needs this parameter specified. Note that affinity propagation has a tendency to create many clusters. Thus in this example its two parameters (damping and per-point preference) were set to to mitigate this behavior. """ print(__doc__) import time import numpy as np import matplotlib.pyplot as plt from sklearn import cluster, datasets from sklearn.neighbors import kneighbors_graph from sklearn.preprocessing import StandardScaler np.random.seed(0) # Generate datasets. We choose the size big enough to see the scalability # of the algorithms, but not too big to avoid too long running times n_samples = 1500 noisy_circles = datasets.make_circles(n_samples=n_samples, factor=.5, noise=.05) noisy_moons = datasets.make_moons(n_samples=n_samples, noise=.05) blobs = datasets.make_blobs(n_samples=n_samples, random_state=8) no_structure = np.random.rand(n_samples, 2), None colors = np.array([x for x in 'bgrcmykbgrcmykbgrcmykbgrcmyk']) colors = np.hstack([colors] * 20) clustering_names = [ 'MiniBatchKMeans', 'AffinityPropagation', 'MeanShift', 'SpectralClustering', 'Ward', 'AgglomerativeClustering', 'DBSCAN', 'Birch'] plt.figure(figsize=(len(clustering_names) * 2 + 3, 9.5)) plt.subplots_adjust(left=.02, right=.98, bottom=.001, top=.96, wspace=.05, hspace=.01) plot_num = 1 datasets = [noisy_circles, noisy_moons, blobs, no_structure] for i_dataset, dataset in enumerate(datasets): X, y = dataset # normalize dataset for easier parameter selection X = StandardScaler().fit_transform(X) # estimate bandwidth for mean shift bandwidth = cluster.estimate_bandwidth(X, quantile=0.3) # connectivity matrix for structured Ward connectivity = kneighbors_graph(X, n_neighbors=10, include_self=False) # make connectivity symmetric connectivity = 0.5 * (connectivity + connectivity.T) # create clustering estimators ms = cluster.MeanShift(bandwidth=bandwidth, bin_seeding=True) two_means = cluster.MiniBatchKMeans(n_clusters=2) ward = cluster.AgglomerativeClustering(n_clusters=2, linkage='ward', connectivity=connectivity) spectral = cluster.SpectralClustering(n_clusters=2, eigen_solver='arpack', affinity="nearest_neighbors") dbscan = cluster.DBSCAN(eps=.2) affinity_propagation = cluster.AffinityPropagation(damping=.9, preference=-200) average_linkage = cluster.AgglomerativeClustering( linkage="average", affinity="cityblock", n_clusters=2, connectivity=connectivity) birch = cluster.Birch(n_clusters=2) clustering_algorithms = [ two_means, affinity_propagation, ms, spectral, ward, average_linkage, dbscan, birch] for name, algorithm in zip(clustering_names, clustering_algorithms): # predict cluster memberships t0 = time.time() algorithm.fit(X) t1 = time.time() if hasattr(algorithm, 'labels_'): y_pred = algorithm.labels_.astype(np.int) else: y_pred = algorithm.predict(X) # plot plt.subplot(4, len(clustering_algorithms), plot_num) if i_dataset == 0: plt.title(name, size=18) plt.scatter(X[:, 0], X[:, 1], color=colors[y_pred].tolist(), s=10) if hasattr(algorithm, 'cluster_centers_'): centers = algorithm.cluster_centers_ center_colors = colors[:len(centers)] plt.scatter(centers[:, 0], centers[:, 1], s=100, c=center_colors) plt.xlim(-2, 2) plt.ylim(-2, 2) plt.xticks(()) plt.yticks(()) plt.text(.99, .01, ('%.2fs' % (t1 - t0)).lstrip('0'), transform=plt.gca().transAxes, size=15, horizontalalignment='right') plot_num += 1 plt.show()
bsd-3-clause
fabioticconi/scikit-learn
sklearn/linear_model/tests/test_coordinate_descent.py
25
25114
# Authors: Olivier Grisel <[email protected]> # Alexandre Gramfort <[email protected]> # License: BSD 3 clause from sys import version_info import numpy as np from scipy import interpolate, sparse from copy import deepcopy from sklearn.datasets import load_boston from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import SkipTest from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_warns_message from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import TempMemmap from sklearn.linear_model.coordinate_descent import Lasso, \ LassoCV, ElasticNet, ElasticNetCV, MultiTaskLasso, MultiTaskElasticNet, \ MultiTaskElasticNetCV, MultiTaskLassoCV, lasso_path, enet_path from sklearn.linear_model import LassoLarsCV, lars_path from sklearn.utils import check_array def check_warnings(): if version_info < (2, 6): raise SkipTest("Testing for warnings is not supported in versions \ older than Python 2.6") def test_lasso_zero(): # Check that the lasso can handle zero data without crashing X = [[0], [0], [0]] y = [0, 0, 0] clf = Lasso(alpha=0.1).fit(X, y) pred = clf.predict([[1], [2], [3]]) assert_array_almost_equal(clf.coef_, [0]) assert_array_almost_equal(pred, [0, 0, 0]) assert_almost_equal(clf.dual_gap_, 0) def test_lasso_toy(): # Test Lasso on a toy example for various values of alpha. # When validating this against glmnet notice that glmnet divides it # against nobs. X = [[-1], [0], [1]] Y = [-1, 0, 1] # just a straight line T = [[2], [3], [4]] # test sample clf = Lasso(alpha=1e-8) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [1]) assert_array_almost_equal(pred, [2, 3, 4]) assert_almost_equal(clf.dual_gap_, 0) clf = Lasso(alpha=0.1) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [.85]) assert_array_almost_equal(pred, [1.7, 2.55, 3.4]) assert_almost_equal(clf.dual_gap_, 0) clf = Lasso(alpha=0.5) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [.25]) assert_array_almost_equal(pred, [0.5, 0.75, 1.]) assert_almost_equal(clf.dual_gap_, 0) clf = Lasso(alpha=1) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [.0]) assert_array_almost_equal(pred, [0, 0, 0]) assert_almost_equal(clf.dual_gap_, 0) def test_enet_toy(): # Test ElasticNet for various parameters of alpha and l1_ratio. # Actually, the parameters alpha = 0 should not be allowed. However, # we test it as a border case. # ElasticNet is tested with and without precomputed Gram matrix X = np.array([[-1.], [0.], [1.]]) Y = [-1, 0, 1] # just a straight line T = [[2.], [3.], [4.]] # test sample # this should be the same as lasso clf = ElasticNet(alpha=1e-8, l1_ratio=1.0) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [1]) assert_array_almost_equal(pred, [2, 3, 4]) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.3, max_iter=100, precompute=False) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.50819], decimal=3) assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3) assert_almost_equal(clf.dual_gap_, 0) clf.set_params(max_iter=100, precompute=True) clf.fit(X, Y) # with Gram pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.50819], decimal=3) assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3) assert_almost_equal(clf.dual_gap_, 0) clf.set_params(max_iter=100, precompute=np.dot(X.T, X)) clf.fit(X, Y) # with Gram pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.50819], decimal=3) assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3) assert_almost_equal(clf.dual_gap_, 0) clf = ElasticNet(alpha=0.5, l1_ratio=0.5) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [0.45454], 3) assert_array_almost_equal(pred, [0.9090, 1.3636, 1.8181], 3) assert_almost_equal(clf.dual_gap_, 0) def build_dataset(n_samples=50, n_features=200, n_informative_features=10, n_targets=1): """ build an ill-posed linear regression problem with many noisy features and comparatively few samples """ random_state = np.random.RandomState(0) if n_targets > 1: w = random_state.randn(n_features, n_targets) else: w = random_state.randn(n_features) w[n_informative_features:] = 0.0 X = random_state.randn(n_samples, n_features) y = np.dot(X, w) X_test = random_state.randn(n_samples, n_features) y_test = np.dot(X_test, w) return X, y, X_test, y_test def test_lasso_cv(): X, y, X_test, y_test = build_dataset() max_iter = 150 clf = LassoCV(n_alphas=10, eps=1e-3, max_iter=max_iter).fit(X, y) assert_almost_equal(clf.alpha_, 0.056, 2) clf = LassoCV(n_alphas=10, eps=1e-3, max_iter=max_iter, precompute=True) clf.fit(X, y) assert_almost_equal(clf.alpha_, 0.056, 2) # Check that the lars and the coordinate descent implementation # select a similar alpha lars = LassoLarsCV(normalize=False, max_iter=30).fit(X, y) # for this we check that they don't fall in the grid of # clf.alphas further than 1 assert_true(np.abs( np.searchsorted(clf.alphas_[::-1], lars.alpha_) - np.searchsorted(clf.alphas_[::-1], clf.alpha_)) <= 1) # check that they also give a similar MSE mse_lars = interpolate.interp1d(lars.cv_alphas_, lars.cv_mse_path_.T) np.testing.assert_approx_equal(mse_lars(clf.alphas_[5]).mean(), clf.mse_path_[5].mean(), significant=2) # test set assert_greater(clf.score(X_test, y_test), 0.99) def test_lasso_cv_positive_constraint(): X, y, X_test, y_test = build_dataset() max_iter = 500 # Ensure the unconstrained fit has a negative coefficient clf_unconstrained = LassoCV(n_alphas=3, eps=1e-1, max_iter=max_iter, cv=2, n_jobs=1) clf_unconstrained.fit(X, y) assert_true(min(clf_unconstrained.coef_) < 0) # On same data, constrained fit has non-negative coefficients clf_constrained = LassoCV(n_alphas=3, eps=1e-1, max_iter=max_iter, positive=True, cv=2, n_jobs=1) clf_constrained.fit(X, y) assert_true(min(clf_constrained.coef_) >= 0) def test_lasso_path_return_models_vs_new_return_gives_same_coefficients(): # Test that lasso_path with lars_path style output gives the # same result # Some toy data X = np.array([[1, 2, 3.1], [2.3, 5.4, 4.3]]).T y = np.array([1, 2, 3.1]) alphas = [5., 1., .5] # Use lars_path and lasso_path(new output) with 1D linear interpolation # to compute the same path alphas_lars, _, coef_path_lars = lars_path(X, y, method='lasso') coef_path_cont_lars = interpolate.interp1d(alphas_lars[::-1], coef_path_lars[:, ::-1]) alphas_lasso2, coef_path_lasso2, _ = lasso_path(X, y, alphas=alphas, return_models=False) coef_path_cont_lasso = interpolate.interp1d(alphas_lasso2[::-1], coef_path_lasso2[:, ::-1]) assert_array_almost_equal( coef_path_cont_lasso(alphas), coef_path_cont_lars(alphas), decimal=1) def test_enet_path(): # We use a large number of samples and of informative features so that # the l1_ratio selected is more toward ridge than lasso X, y, X_test, y_test = build_dataset(n_samples=200, n_features=100, n_informative_features=100) max_iter = 150 # Here we have a small number of iterations, and thus the # ElasticNet might not converge. This is to speed up tests clf = ElasticNetCV(alphas=[0.01, 0.05, 0.1], eps=2e-3, l1_ratio=[0.5, 0.7], cv=3, max_iter=max_iter) ignore_warnings(clf.fit)(X, y) # Well-conditioned settings, we should have selected our # smallest penalty assert_almost_equal(clf.alpha_, min(clf.alphas_)) # Non-sparse ground truth: we should have selected an elastic-net # that is closer to ridge than to lasso assert_equal(clf.l1_ratio_, min(clf.l1_ratio)) clf = ElasticNetCV(alphas=[0.01, 0.05, 0.1], eps=2e-3, l1_ratio=[0.5, 0.7], cv=3, max_iter=max_iter, precompute=True) ignore_warnings(clf.fit)(X, y) # Well-conditioned settings, we should have selected our # smallest penalty assert_almost_equal(clf.alpha_, min(clf.alphas_)) # Non-sparse ground truth: we should have selected an elastic-net # that is closer to ridge than to lasso assert_equal(clf.l1_ratio_, min(clf.l1_ratio)) # We are in well-conditioned settings with low noise: we should # have a good test-set performance assert_greater(clf.score(X_test, y_test), 0.99) # Multi-output/target case X, y, X_test, y_test = build_dataset(n_features=10, n_targets=3) clf = MultiTaskElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7], cv=3, max_iter=max_iter) ignore_warnings(clf.fit)(X, y) # We are in well-conditioned settings with low noise: we should # have a good test-set performance assert_greater(clf.score(X_test, y_test), 0.99) assert_equal(clf.coef_.shape, (3, 10)) # Mono-output should have same cross-validated alpha_ and l1_ratio_ # in both cases. X, y, _, _ = build_dataset(n_features=10) clf1 = ElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7]) clf1.fit(X, y) clf2 = MultiTaskElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7]) clf2.fit(X, y[:, np.newaxis]) assert_almost_equal(clf1.l1_ratio_, clf2.l1_ratio_) assert_almost_equal(clf1.alpha_, clf2.alpha_) def test_path_parameters(): X, y, _, _ = build_dataset() max_iter = 100 clf = ElasticNetCV(n_alphas=50, eps=1e-3, max_iter=max_iter, l1_ratio=0.5, tol=1e-3) clf.fit(X, y) # new params assert_almost_equal(0.5, clf.l1_ratio) assert_equal(50, clf.n_alphas) assert_equal(50, len(clf.alphas_)) def test_warm_start(): X, y, _, _ = build_dataset() clf = ElasticNet(alpha=0.1, max_iter=5, warm_start=True) ignore_warnings(clf.fit)(X, y) ignore_warnings(clf.fit)(X, y) # do a second round with 5 iterations clf2 = ElasticNet(alpha=0.1, max_iter=10) ignore_warnings(clf2.fit)(X, y) assert_array_almost_equal(clf2.coef_, clf.coef_) def test_lasso_alpha_warning(): X = [[-1], [0], [1]] Y = [-1, 0, 1] # just a straight line clf = Lasso(alpha=0) assert_warns(UserWarning, clf.fit, X, Y) def test_lasso_positive_constraint(): X = [[-1], [0], [1]] y = [1, 0, -1] # just a straight line with negative slope lasso = Lasso(alpha=0.1, max_iter=1000, positive=True) lasso.fit(X, y) assert_true(min(lasso.coef_) >= 0) lasso = Lasso(alpha=0.1, max_iter=1000, precompute=True, positive=True) lasso.fit(X, y) assert_true(min(lasso.coef_) >= 0) def test_enet_positive_constraint(): X = [[-1], [0], [1]] y = [1, 0, -1] # just a straight line with negative slope enet = ElasticNet(alpha=0.1, max_iter=1000, positive=True) enet.fit(X, y) assert_true(min(enet.coef_) >= 0) def test_enet_cv_positive_constraint(): X, y, X_test, y_test = build_dataset() max_iter = 500 # Ensure the unconstrained fit has a negative coefficient enetcv_unconstrained = ElasticNetCV(n_alphas=3, eps=1e-1, max_iter=max_iter, cv=2, n_jobs=1) enetcv_unconstrained.fit(X, y) assert_true(min(enetcv_unconstrained.coef_) < 0) # On same data, constrained fit has non-negative coefficients enetcv_constrained = ElasticNetCV(n_alphas=3, eps=1e-1, max_iter=max_iter, cv=2, positive=True, n_jobs=1) enetcv_constrained.fit(X, y) assert_true(min(enetcv_constrained.coef_) >= 0) def test_uniform_targets(): enet = ElasticNetCV(fit_intercept=True, n_alphas=3) m_enet = MultiTaskElasticNetCV(fit_intercept=True, n_alphas=3) lasso = LassoCV(fit_intercept=True, n_alphas=3) m_lasso = MultiTaskLassoCV(fit_intercept=True, n_alphas=3) models_single_task = (enet, lasso) models_multi_task = (m_enet, m_lasso) rng = np.random.RandomState(0) X_train = rng.random_sample(size=(10, 3)) X_test = rng.random_sample(size=(10, 3)) y1 = np.empty(10) y2 = np.empty((10, 2)) for model in models_single_task: for y_values in (0, 5): y1.fill(y_values) assert_array_equal(model.fit(X_train, y1).predict(X_test), y1) assert_array_equal(model.alphas_, [np.finfo(float).resolution]*3) for model in models_multi_task: for y_values in (0, 5): y2[:, 0].fill(y_values) y2[:, 1].fill(2 * y_values) assert_array_equal(model.fit(X_train, y2).predict(X_test), y2) assert_array_equal(model.alphas_, [np.finfo(float).resolution]*3) def test_multi_task_lasso_and_enet(): X, y, X_test, y_test = build_dataset() Y = np.c_[y, y] # Y_test = np.c_[y_test, y_test] clf = MultiTaskLasso(alpha=1, tol=1e-8).fit(X, Y) assert_true(0 < clf.dual_gap_ < 1e-5) assert_array_almost_equal(clf.coef_[0], clf.coef_[1]) clf = MultiTaskElasticNet(alpha=1, tol=1e-8).fit(X, Y) assert_true(0 < clf.dual_gap_ < 1e-5) assert_array_almost_equal(clf.coef_[0], clf.coef_[1]) def test_lasso_readonly_data(): X = np.array([[-1], [0], [1]]) Y = np.array([-1, 0, 1]) # just a straight line T = np.array([[2], [3], [4]]) # test sample with TempMemmap((X, Y)) as (X, Y): clf = Lasso(alpha=0.5) clf.fit(X, Y) pred = clf.predict(T) assert_array_almost_equal(clf.coef_, [.25]) assert_array_almost_equal(pred, [0.5, 0.75, 1.]) assert_almost_equal(clf.dual_gap_, 0) def test_multi_task_lasso_readonly_data(): X, y, X_test, y_test = build_dataset() Y = np.c_[y, y] with TempMemmap((X, Y)) as (X, Y): Y = np.c_[y, y] clf = MultiTaskLasso(alpha=1, tol=1e-8).fit(X, Y) assert_true(0 < clf.dual_gap_ < 1e-5) assert_array_almost_equal(clf.coef_[0], clf.coef_[1]) def test_enet_multitarget(): n_targets = 3 X, y, _, _ = build_dataset(n_samples=10, n_features=8, n_informative_features=10, n_targets=n_targets) estimator = ElasticNet(alpha=0.01, fit_intercept=True) estimator.fit(X, y) coef, intercept, dual_gap = (estimator.coef_, estimator.intercept_, estimator.dual_gap_) for k in range(n_targets): estimator.fit(X, y[:, k]) assert_array_almost_equal(coef[k, :], estimator.coef_) assert_array_almost_equal(intercept[k], estimator.intercept_) assert_array_almost_equal(dual_gap[k], estimator.dual_gap_) def test_multioutput_enetcv_error(): X = np.random.randn(10, 2) y = np.random.randn(10, 2) clf = ElasticNetCV() assert_raises(ValueError, clf.fit, X, y) def test_multitask_enet_and_lasso_cv(): X, y, _, _ = build_dataset(n_features=50, n_targets=3) clf = MultiTaskElasticNetCV().fit(X, y) assert_almost_equal(clf.alpha_, 0.00556, 3) clf = MultiTaskLassoCV().fit(X, y) assert_almost_equal(clf.alpha_, 0.00278, 3) X, y, _, _ = build_dataset(n_targets=3) clf = MultiTaskElasticNetCV(n_alphas=10, eps=1e-3, max_iter=100, l1_ratio=[0.3, 0.5], tol=1e-3) clf.fit(X, y) assert_equal(0.5, clf.l1_ratio_) assert_equal((3, X.shape[1]), clf.coef_.shape) assert_equal((3, ), clf.intercept_.shape) assert_equal((2, 10, 3), clf.mse_path_.shape) assert_equal((2, 10), clf.alphas_.shape) X, y, _, _ = build_dataset(n_targets=3) clf = MultiTaskLassoCV(n_alphas=10, eps=1e-3, max_iter=100, tol=1e-3) clf.fit(X, y) assert_equal((3, X.shape[1]), clf.coef_.shape) assert_equal((3, ), clf.intercept_.shape) assert_equal((10, 3), clf.mse_path_.shape) assert_equal(10, len(clf.alphas_)) def test_1d_multioutput_enet_and_multitask_enet_cv(): X, y, _, _ = build_dataset(n_features=10) y = y[:, np.newaxis] clf = ElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7]) clf.fit(X, y[:, 0]) clf1 = MultiTaskElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7]) clf1.fit(X, y) assert_almost_equal(clf.l1_ratio_, clf1.l1_ratio_) assert_almost_equal(clf.alpha_, clf1.alpha_) assert_almost_equal(clf.coef_, clf1.coef_[0]) assert_almost_equal(clf.intercept_, clf1.intercept_[0]) def test_1d_multioutput_lasso_and_multitask_lasso_cv(): X, y, _, _ = build_dataset(n_features=10) y = y[:, np.newaxis] clf = LassoCV(n_alphas=5, eps=2e-3) clf.fit(X, y[:, 0]) clf1 = MultiTaskLassoCV(n_alphas=5, eps=2e-3) clf1.fit(X, y) assert_almost_equal(clf.alpha_, clf1.alpha_) assert_almost_equal(clf.coef_, clf1.coef_[0]) assert_almost_equal(clf.intercept_, clf1.intercept_[0]) def test_sparse_input_dtype_enet_and_lassocv(): X, y, _, _ = build_dataset(n_features=10) clf = ElasticNetCV(n_alphas=5) clf.fit(sparse.csr_matrix(X), y) clf1 = ElasticNetCV(n_alphas=5) clf1.fit(sparse.csr_matrix(X, dtype=np.float32), y) assert_almost_equal(clf.alpha_, clf1.alpha_, decimal=6) assert_almost_equal(clf.coef_, clf1.coef_, decimal=6) clf = LassoCV(n_alphas=5) clf.fit(sparse.csr_matrix(X), y) clf1 = LassoCV(n_alphas=5) clf1.fit(sparse.csr_matrix(X, dtype=np.float32), y) assert_almost_equal(clf.alpha_, clf1.alpha_, decimal=6) assert_almost_equal(clf.coef_, clf1.coef_, decimal=6) def test_precompute_invalid_argument(): X, y, _, _ = build_dataset() for clf in [ElasticNetCV(precompute="invalid"), LassoCV(precompute="invalid")]: assert_raises(ValueError, clf.fit, X, y) def test_warm_start_convergence(): X, y, _, _ = build_dataset() model = ElasticNet(alpha=1e-3, tol=1e-3).fit(X, y) n_iter_reference = model.n_iter_ # This dataset is not trivial enough for the model to converge in one pass. assert_greater(n_iter_reference, 2) # Check that n_iter_ is invariant to multiple calls to fit # when warm_start=False, all else being equal. model.fit(X, y) n_iter_cold_start = model.n_iter_ assert_equal(n_iter_cold_start, n_iter_reference) # Fit the same model again, using a warm start: the optimizer just performs # a single pass before checking that it has already converged model.set_params(warm_start=True) model.fit(X, y) n_iter_warm_start = model.n_iter_ assert_equal(n_iter_warm_start, 1) def test_warm_start_convergence_with_regularizer_decrement(): boston = load_boston() X, y = boston.data, boston.target # Train a model to converge on a lightly regularized problem final_alpha = 1e-5 low_reg_model = ElasticNet(alpha=final_alpha).fit(X, y) # Fitting a new model on a more regularized version of the same problem. # Fitting with high regularization is easier it should converge faster # in general. high_reg_model = ElasticNet(alpha=final_alpha * 10).fit(X, y) assert_greater(low_reg_model.n_iter_, high_reg_model.n_iter_) # Fit the solution to the original, less regularized version of the # problem but from the solution of the highly regularized variant of # the problem as a better starting point. This should also converge # faster than the original model that starts from zero. warm_low_reg_model = deepcopy(high_reg_model) warm_low_reg_model.set_params(warm_start=True, alpha=final_alpha) warm_low_reg_model.fit(X, y) assert_greater(low_reg_model.n_iter_, warm_low_reg_model.n_iter_) def test_random_descent(): # Test that both random and cyclic selection give the same results. # Ensure that the test models fully converge and check a wide # range of conditions. # This uses the coordinate descent algo using the gram trick. X, y, _, _ = build_dataset(n_samples=50, n_features=20) clf_cyclic = ElasticNet(selection='cyclic', tol=1e-8) clf_cyclic.fit(X, y) clf_random = ElasticNet(selection='random', tol=1e-8, random_state=42) clf_random.fit(X, y) assert_array_almost_equal(clf_cyclic.coef_, clf_random.coef_) assert_almost_equal(clf_cyclic.intercept_, clf_random.intercept_) # This uses the descent algo without the gram trick clf_cyclic = ElasticNet(selection='cyclic', tol=1e-8) clf_cyclic.fit(X.T, y[:20]) clf_random = ElasticNet(selection='random', tol=1e-8, random_state=42) clf_random.fit(X.T, y[:20]) assert_array_almost_equal(clf_cyclic.coef_, clf_random.coef_) assert_almost_equal(clf_cyclic.intercept_, clf_random.intercept_) # Sparse Case clf_cyclic = ElasticNet(selection='cyclic', tol=1e-8) clf_cyclic.fit(sparse.csr_matrix(X), y) clf_random = ElasticNet(selection='random', tol=1e-8, random_state=42) clf_random.fit(sparse.csr_matrix(X), y) assert_array_almost_equal(clf_cyclic.coef_, clf_random.coef_) assert_almost_equal(clf_cyclic.intercept_, clf_random.intercept_) # Multioutput case. new_y = np.hstack((y[:, np.newaxis], y[:, np.newaxis])) clf_cyclic = MultiTaskElasticNet(selection='cyclic', tol=1e-8) clf_cyclic.fit(X, new_y) clf_random = MultiTaskElasticNet(selection='random', tol=1e-8, random_state=42) clf_random.fit(X, new_y) assert_array_almost_equal(clf_cyclic.coef_, clf_random.coef_) assert_almost_equal(clf_cyclic.intercept_, clf_random.intercept_) # Raise error when selection is not in cyclic or random. clf_random = ElasticNet(selection='invalid') assert_raises(ValueError, clf_random.fit, X, y) def test_enet_path_positive(): # Test that the coefs returned by positive=True in enet_path are positive X, y, _, _ = build_dataset(n_samples=50, n_features=50) for path in [enet_path, lasso_path]: pos_path_coef = path(X, y, positive=True)[1] assert_true(np.all(pos_path_coef >= 0)) def test_sparse_dense_descent_paths(): # Test that dense and sparse input give the same input for descent paths. X, y, _, _ = build_dataset(n_samples=50, n_features=20) csr = sparse.csr_matrix(X) for path in [enet_path, lasso_path]: _, coefs, _ = path(X, y, fit_intercept=False) _, sparse_coefs, _ = path(csr, y, fit_intercept=False) assert_array_almost_equal(coefs, sparse_coefs) def test_check_input_false(): X, y, _, _ = build_dataset(n_samples=20, n_features=10) X = check_array(X, order='F', dtype='float64') y = check_array(X, order='F', dtype='float64') clf = ElasticNet(selection='cyclic', tol=1e-8) # Check that no error is raised if data is provided in the right format clf.fit(X, y, check_input=False) X = check_array(X, order='F', dtype='float32') clf.fit(X, y, check_input=True) # Check that an error is raised if data is provided in the wrong dtype, # because of check bypassing assert_raises(ValueError, clf.fit, X, y, check_input=False) # With no input checking, providing X in C order should result in false # computation X = check_array(X, order='C', dtype='float64') assert_raises(ValueError, clf.fit, X, y, check_input=False) def test_overrided_gram_matrix(): X, y, _, _ = build_dataset(n_samples=20, n_features=10) Gram = X.T.dot(X) clf = ElasticNet(selection='cyclic', tol=1e-8, precompute=Gram, fit_intercept=True) assert_warns_message(UserWarning, "Gram matrix was provided but X was centered" " to fit intercept, " "or X was normalized : recomputing Gram matrix.", clf.fit, X, y) def test_lasso_non_float_y(): X = [[0, 0], [1, 1], [-1, -1]] y = [0, 1, 2] y_float = [0.0, 1.0, 2.0] for model in [ElasticNet, Lasso]: clf = model(fit_intercept=False) clf.fit(X, y) clf_float = model(fit_intercept=False) clf_float.fit(X, y_float) assert_array_equal(clf.coef_, clf_float.coef_)
bsd-3-clause
ProkopHapala/SimpleSimulationEngine
cpp/sketches_SDL/Molecular/python/CLCFGO_coulomb_derivs.py
1
7802
#!/usr/bin/python import numpy as np import matplotlib.pyplot as plt import scipy.special as spc ''' We have oribtals Phi_1 = c_a * chi_a + c_b * chi_b Phi_2 = c_c * chi_c + c_d * chi_d where chi_i are gaussian type basis functions and c_i are expansion coefficients electron density of molecular orbitals Rho_1 = <phi_1|phi_1> can be expressed using auxuliary gaussian basisfunctionc rho_ab = chi_a * chi_b Rho_1 = sim_ab c_a*c_b*S_ab * rho_ab = sim_ab q_ab * rho_ab where q_ab = c_a*c_b*S_ab is charge of the auxuliary electron blob with S_ab being overlap integral between the basis functions chi_a*chi_b we can use collective index i=ab and j=cd qi = Sab*ca*cb qj = Scd*cc*cd The repulsion between blobs qi,qj can be expressed as qi*qj / = ''' const_hbar_SI = 1.054571817e-34; #< [J.s] #6.582119569e-16 # [eV/s] const_Me_SI = 9.10938356e-31; #< [kg] const_e_SI = 1.602176620898e-19; #< [Coulomb] const_eps0_SI = 8.854187812813e-12; #< [F.m = Coulomb/(Volt*m)] const_eV_SI = 1.602176620898e-19; #< [J] const_Angstroem_SI = 1.0e-10; const_K_SI = const_hbar_SI*const_hbar_SI/const_Me_SI; const_El_SI = const_e_SI*const_e_SI/(4.*np.pi*const_eps0_SI); const_Ry_SI = 0.5 * const_El_SI*const_El_SI/const_K_SI; const_Ry_eV = 13.6056925944; const_El_eVA = const_El_SI/( const_e_SI*const_Angstroem_SI ); const_K_eVA = (const_El_eVA*const_El_eVA)/(2*const_Ry_eV); const_Ke_eVA = const_K_eVA*1.5; def Coulomb( r, s ): ''' double ir = 1./r; //(r+1.e-8); double is = 1./s; //(s+1.e-8); double r_s = r*is; double r_2s = M_SQRT1_2 * r_s; // This is for charge-density blobs (assuming si,sj comes from charge denisty) //double r_2s = r_s; //double r_2s = M_SQRT2 * r_s; // This is for wavefunction blobs (assuming si,sj comes from wavefunction) double e1 = ir * const_El_eVA; double e2 = erf( r_2s ); // ToDo : this should be possible to compute together !!! double g = exp( -r_2s*r_2s ) * const_F2; double f1 = -e1*ir; double f2 = g*is*0.5; double e1f2 = e1*f2; fr = (f1*e2 + e1f2)*ir; fs = e1f2 *r_s * is; return e1 * e2; ''' # ToDo: maybe we can do without s=sqrt(s2) and r=sqrt(r2) #constexpr const double const_F2 = -2.*sqrt(2./np.pi); #const_F2 = M_2_SQRTPI * M_SQRT2; M_SQRT2 = 1.41421356237 M_SQRT1_2 = 1/M_SQRT2 const_F2 = 2*np.sqrt(2/np.pi) ir = 1./r #(r+1.e-8); is_ = 1./s #(s+1.e-8); r_s = r*is_ r_2s = M_SQRT1_2 * r_s; # This is for charge-density blobs (assuming si,sj comes from charge denisty) #r_2s = r_s; #r_2s = M_SQRT2 * r_s; # This is for wavefunction blobs (assuming si,sj comes from wavefunction) e1 = ir * const_El_eVA e2 = spc.erf( r_2s ) g = np.exp( -r_2s*r_2s ) * const_F2 f1 = -e1*ir #f2 = g*is_ # This is for wavefunction blobs (assuming si,sj comes from wavefunction) f2 = g*is_*0.5 # This is for charge-density blobs (assuming si,sj comes from charge denisty) e1f2 = e1*f2 fr = (f1*e2 + e1f2)*ir fs = e1f2 *r_s * is_ E = e1 * e2 #for i in range(len(r)): # print "Gauss::Coulomb r %g s %g E %g fr %g " %(r[i],s, E[i], fr[i] ) return E,fr,fs def product3D_s_deriv( si,pi, sj,pj ): ''' returns S, p, dSsi, dSsj, dXsi, dXsj, dXxi, dXxj, dCsi, dCsj, dCr ''' si2 = si*si sj2 = sj*sj s2 = si2 + sj2 is2 = 1/s2 is4 = is2*is2 sqrtis2 = np.sqrt(is2) s = si*sj*sqrtis2 # size p = pj*(si2*is2) + pi*(sj2*is2) # position #X = ( si2*xj + sj2*xi )*inv; inv3_2 = sqrtis2*is2 dSsi = sj*sj2*inv3_2 dSsj = si*si2*inv3_2 dp = pi-pj dXsi = dp*(-2*si*sj2*is4) dXsj = dp*( 2*sj*si2*is4) dXxi = sj2*is2 dXxj = si2*is2 #r2 = dp.norm2() r2 = dp*dp a2 = 2.*(si*sj)*is2 a = np.sqrt(a2) e1 = a2*a e2 = np.exp( -r2*is2 ) f1 = 3.*a * (si2-sj2)*is4 f2 = 2.*e2 * r2*is4 dCsi = e1*f2*si - e2*f1*sj dCsj = e1*f2*sj + e2*f1*si C = e1*e2 # Overlap dCr = C*(-2.*is2) # derivative is correct, tested ! # TODO : How is it possible that derivative is the same as value (just rescaled) ???? #double logC = wxi*xi + wxj*xj - wx*X; #double C = np.exp(-logC) * Ci * Cj #try: # for i in range(len(r2)): # print "product3D_s_deriv r %g s %g S %g dS %g " %(np.sqrt(r2[i]),s, S[i], dCr[i] ) #except: # pass return C,s,p, dCr*dp, (dSsi,dXsi,dXxi,dCsi), (dSsj,dXsj,dXxj,dCsj) def checkNumDeriv( x, func, dfunc, name ): dy = dfunc( x ) y = func(x) dynum,xnum = numDeriv( x, y ) #print y #print "y.shape, ynum.shape ", y.shape, ynum.shape plotVsNum( x,dy,dynum, name ) plt.plot(x, y,'-.', label=name+"_F" ) if __name__ == "__main__": #s = np.arange( 0.1, 5.0, 0.05 ) #rs = np.arange( 0.1, 5.0, 0.05 ) #S = np.arange( 1.25, 5.0, 0.05 ) #r = 1.5 + 0.*s ca = 1.0 cb = 1.0 cc = 1.0 cd = 1.0 sa = 1.0 sb = 1.0 sc = 1.0 sd = 1.0 dx = 0.1 xa = np.arange( 0.01, 3.0, dx ) xb = 0.0 xc = -1.5 xd = 0.0 xs_ = (xa[1:]+xa[:-1])*0.5 # overlaps Sab, si, xab, dQab, dA, dB = product3D_s_deriv( sa,xa, sb,xb ) Scd, sj, xcd, dQcd, dC, dD = product3D_s_deriv( sc,xc, sd,xd ) # coulomb s2 = si*si + sj*sj s = np.sqrt(s2) r = xab-xcd e, fx, fs = Coulomb( r, s ) dXxi = dA[2] + xa*0 plt.plot( xa, Sab , label='Sab' ) plt.plot( xa, r , label='r' ) #plt.plot( xa, dQab, label='dSab_ana' ) #plt.plot( xs_, (Sab[1:]-Sab[:-1])/dx,':', label='dSab_num' ) qij = 4*Scd*Sab #qij = Sab dQij = 4*Scd*dQab # Q: Why we dont need derivatives of charge ???? #Fx = -fx*0.5*dA[1] # This works for zero initial distance between blobs Fx = fx*r*dXxi Fpi = fx*r*qij # see fxi = Fpi*dXxi print "Scd, 4*Scd ", Scd, 4*Scd print "For some reason each charge is scaled by 2.0" E = e*qij F = fxi + e*dQij # total derivtive F = dE/dx = d(e*qi)/dx # Note: e,fx=de/dx are NOT multiplied by charge Qij # Total force Fx = dE/dx = d(e*q)/dx = q*(de/dx) + e*(dq/dx) for i in range(len(r)): #print "Gauss::Coulomb r %g s %g E %g Fx %g fx %g " %(r[i], s, E[i], Fx[i], fx[i] ) #print "fromRho r %g s %g E %g Fx %g fx %g " %((xa-xb)[i], s, E[i], Fx[i], fx[i] ) #print "CoublombElement r %g s %g E %g fr %g qij %g frq %g fij %g" %((xa-xb)[i], s, e[i], fx[i], qij[i], (fx*qij)[i], (fx*qij*r)[i] ) #print "fromRho r %g s %g | E %g e %g qij %g(%g) | Fx %g Fpi %g dQij %g " %((xa-xb)[i], si, E[i],e[i]*2*Scd,qij[i],Sab[i], Fx[i], Fpi[i],dQij[i] ) print "fromRho r %g Eqi %g Cij %g | Fpi %g dXxi %g fxi %g Fxi %g " %((xa-xb)[i], e[i]*2*Scd, Sab[i], Fpi[i], dXxi[i], fxi[i], F[i] ); pass # ==== Derivative of Coulomb term without considering changes of Charges #plt.plot( xa, e , label='e' ) #plt.plot( xa, Fx, label='dedx_ana' ) #plt.plot( xs_, (e[1:]-e[:-1])/dx,':', label='dedx_num' ) # ==== Derivative of Coulomb term with considering the Charges plt.plot( xa, E, label='E' ) plt.plot( xa, F, label='dEdx_ana' ) plt.plot( xs_, (E[1:]-E[:-1])/dx,':', label='dEdx_num', lw=3 ) plt.plot( xa, fxi, label='fxi' ) #plt.plot( xa, fx, label='fx' ) #plt.plot( xa, dXxi, label='dXxi' ) plt.grid() plt.legend() plt.show()
mit
musically-ut/numpy
doc/example.py
81
3581
"""This is the docstring for the example.py module. Modules names should have short, all-lowercase names. The module name may have underscores if this improves readability. Every module should have a docstring at the very top of the file. The module's docstring may extend over multiple lines. If your docstring does extend over multiple lines, the closing three quotation marks must be on a line by itself, preferably preceeded by a blank line. """ from __future__ import division, absolute_import, print_function import os # standard library imports first # Do NOT import using *, e.g. from numpy import * # # Import the module using # # import numpy # # instead or import individual functions as needed, e.g # # from numpy import array, zeros # # If you prefer the use of abbreviated module names, we suggest the # convention used by NumPy itself:: import numpy as np import matplotlib as mpl import matplotlib.pyplot as plt # These abbreviated names are not to be used in docstrings; users must # be able to paste and execute docstrings after importing only the # numpy module itself, unabbreviated. from my_module import my_func, other_func def foo(var1, var2, long_var_name='hi') : r"""A one-line summary that does not use variable names or the function name. Several sentences providing an extended description. Refer to variables using back-ticks, e.g. `var`. Parameters ---------- var1 : array_like Array_like means all those objects -- lists, nested lists, etc. -- that can be converted to an array. We can also refer to variables like `var1`. var2 : int The type above can either refer to an actual Python type (e.g. ``int``), or describe the type of the variable in more detail, e.g. ``(N,) ndarray`` or ``array_like``. Long_variable_name : {'hi', 'ho'}, optional Choices in brackets, default first when optional. Returns ------- type Explanation of anonymous return value of type ``type``. describe : type Explanation of return value named `describe`. out : type Explanation of `out`. Other Parameters ---------------- only_seldom_used_keywords : type Explanation common_parameters_listed_above : type Explanation Raises ------ BadException Because you shouldn't have done that. See Also -------- otherfunc : relationship (optional) newfunc : Relationship (optional), which could be fairly long, in which case the line wraps here. thirdfunc, fourthfunc, fifthfunc Notes ----- Notes about the implementation algorithm (if needed). This can have multiple paragraphs. You may include some math: .. math:: X(e^{j\omega } ) = x(n)e^{ - j\omega n} And even use a greek symbol like :math:`omega` inline. References ---------- Cite the relevant literature, e.g. [1]_. You may also cite these references in the notes section above. .. [1] O. McNoleg, "The integration of GIS, remote sensing, expert systems and adaptive co-kriging for environmental habitat modelling of the Highland Haggis using object-oriented, fuzzy-logic and neural-network techniques," Computers & Geosciences, vol. 22, pp. 585-588, 1996. Examples -------- These are written in doctest format, and should illustrate how to use the function. >>> a=[1,2,3] >>> print [x + 3 for x in a] [4, 5, 6] >>> print "a\n\nb" a b """ pass
bsd-3-clause
subutai/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/backends/backend_gtkagg.py
70
4184
""" Render to gtk from agg """ from __future__ import division import os import matplotlib from matplotlib.figure import Figure from matplotlib.backends.backend_agg import FigureCanvasAgg from matplotlib.backends.backend_gtk import gtk, FigureManagerGTK, FigureCanvasGTK,\ show, draw_if_interactive,\ error_msg_gtk, NavigationToolbar, PIXELS_PER_INCH, backend_version, \ NavigationToolbar2GTK from matplotlib.backends._gtkagg import agg_to_gtk_drawable DEBUG = False class NavigationToolbar2GTKAgg(NavigationToolbar2GTK): def _get_canvas(self, fig): return FigureCanvasGTKAgg(fig) class FigureManagerGTKAgg(FigureManagerGTK): def _get_toolbar(self, canvas): # must be inited after the window, drawingArea and figure # attrs are set if matplotlib.rcParams['toolbar']=='classic': toolbar = NavigationToolbar (canvas, self.window) elif matplotlib.rcParams['toolbar']=='toolbar2': toolbar = NavigationToolbar2GTKAgg (canvas, self.window) else: toolbar = None return toolbar def new_figure_manager(num, *args, **kwargs): """ Create a new figure manager instance """ if DEBUG: print 'backend_gtkagg.new_figure_manager' FigureClass = kwargs.pop('FigureClass', Figure) thisFig = FigureClass(*args, **kwargs) canvas = FigureCanvasGTKAgg(thisFig) return FigureManagerGTKAgg(canvas, num) if DEBUG: print 'backend_gtkagg.new_figure_manager done' class FigureCanvasGTKAgg(FigureCanvasGTK, FigureCanvasAgg): filetypes = FigureCanvasGTK.filetypes.copy() filetypes.update(FigureCanvasAgg.filetypes) def configure_event(self, widget, event=None): if DEBUG: print 'FigureCanvasGTKAgg.configure_event' if widget.window is None: return try: del self.renderer except AttributeError: pass w,h = widget.window.get_size() if w==1 or h==1: return # empty fig # compute desired figure size in inches dpival = self.figure.dpi winch = w/dpival hinch = h/dpival self.figure.set_size_inches(winch, hinch) self._need_redraw = True self.resize_event() if DEBUG: print 'FigureCanvasGTKAgg.configure_event end' return True def _render_figure(self, pixmap, width, height): if DEBUG: print 'FigureCanvasGTKAgg.render_figure' FigureCanvasAgg.draw(self) if DEBUG: print 'FigureCanvasGTKAgg.render_figure pixmap', pixmap #agg_to_gtk_drawable(pixmap, self.renderer._renderer, None) buf = self.buffer_rgba(0,0) ren = self.get_renderer() w = int(ren.width) h = int(ren.height) pixbuf = gtk.gdk.pixbuf_new_from_data( buf, gtk.gdk.COLORSPACE_RGB, True, 8, w, h, w*4) pixmap.draw_pixbuf(pixmap.new_gc(), pixbuf, 0, 0, 0, 0, w, h, gtk.gdk.RGB_DITHER_NONE, 0, 0) if DEBUG: print 'FigureCanvasGTKAgg.render_figure done' def blit(self, bbox=None): if DEBUG: print 'FigureCanvasGTKAgg.blit' if DEBUG: print 'FigureCanvasGTKAgg.blit', self._pixmap agg_to_gtk_drawable(self._pixmap, self.renderer._renderer, bbox) x, y, w, h = self.allocation self.window.draw_drawable (self.style.fg_gc[self.state], self._pixmap, 0, 0, 0, 0, w, h) if DEBUG: print 'FigureCanvasGTKAgg.done' def print_png(self, filename, *args, **kwargs): # Do this so we can save the resolution of figure in the PNG file agg = self.switch_backends(FigureCanvasAgg) return agg.print_png(filename, *args, **kwargs) """\ Traceback (most recent call last): File "/home/titan/johnh/local/lib/python2.3/site-packages/matplotlib/backends/backend_gtk.py", line 304, in expose_event self._render_figure(self._pixmap, w, h) File "/home/titan/johnh/local/lib/python2.3/site-packages/matplotlib/backends/backend_gtkagg.py", line 77, in _render_figure pixbuf = gtk.gdk.pixbuf_new_from_data( ValueError: data length (3156672) is less then required by the other parameters (3160608) """
agpl-3.0
shusenl/scikit-learn
sklearn/ensemble/voting_classifier.py
178
8006
""" Soft Voting/Majority Rule classifier. This module contains a Soft Voting/Majority Rule classifier for classification estimators. """ # Authors: Sebastian Raschka <[email protected]>, # Gilles Louppe <[email protected]> # # Licence: BSD 3 clause import numpy as np from ..base import BaseEstimator from ..base import ClassifierMixin from ..base import TransformerMixin from ..base import clone from ..preprocessing import LabelEncoder from ..externals import six class VotingClassifier(BaseEstimator, ClassifierMixin, TransformerMixin): """Soft Voting/Majority Rule classifier for unfitted estimators. Read more in the :ref:`User Guide <voting_classifier>`. Parameters ---------- estimators : list of (string, estimator) tuples Invoking the `fit` method on the `VotingClassifier` will fit clones of those original estimators that will be stored in the class attribute `self.estimators_`. voting : str, {'hard', 'soft'} (default='hard') If 'hard', uses predicted class labels for majority rule voting. Else if 'soft', predicts the class label based on the argmax of the sums of the predicted probalities, which is recommended for an ensemble of well-calibrated classifiers. weights : array-like, shape = [n_classifiers], optional (default=`None`) Sequence of weights (`float` or `int`) to weight the occurances of predicted class labels (`hard` voting) or class probabilities before averaging (`soft` voting). Uses uniform weights if `None`. Attributes ---------- classes_ : array-like, shape = [n_predictions] Examples -------- >>> import numpy as np >>> from sklearn.linear_model import LogisticRegression >>> from sklearn.naive_bayes import GaussianNB >>> from sklearn.ensemble import RandomForestClassifier >>> clf1 = LogisticRegression(random_state=1) >>> clf2 = RandomForestClassifier(random_state=1) >>> clf3 = GaussianNB() >>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) >>> y = np.array([1, 1, 1, 2, 2, 2]) >>> eclf1 = VotingClassifier(estimators=[ ... ('lr', clf1), ('rf', clf2), ('gnb', clf3)], voting='hard') >>> eclf1 = eclf1.fit(X, y) >>> print(eclf1.predict(X)) [1 1 1 2 2 2] >>> eclf2 = VotingClassifier(estimators=[ ... ('lr', clf1), ('rf', clf2), ('gnb', clf3)], ... voting='soft') >>> eclf2 = eclf2.fit(X, y) >>> print(eclf2.predict(X)) [1 1 1 2 2 2] >>> eclf3 = VotingClassifier(estimators=[ ... ('lr', clf1), ('rf', clf2), ('gnb', clf3)], ... voting='soft', weights=[2,1,1]) >>> eclf3 = eclf3.fit(X, y) >>> print(eclf3.predict(X)) [1 1 1 2 2 2] >>> """ def __init__(self, estimators, voting='hard', weights=None): self.estimators = estimators self.named_estimators = dict(estimators) self.voting = voting self.weights = weights def fit(self, X, y): """ Fit the estimators. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape = [n_samples] Target values. Returns ------- self : object """ if isinstance(y, np.ndarray) and len(y.shape) > 1 and y.shape[1] > 1: raise NotImplementedError('Multilabel and multi-output' ' classification is not supported.') if self.voting not in ('soft', 'hard'): raise ValueError("Voting must be 'soft' or 'hard'; got (voting=%r)" % self.voting) if self.weights and len(self.weights) != len(self.estimators): raise ValueError('Number of classifiers and weights must be equal' '; got %d weights, %d estimators' % (len(self.weights), len(self.estimators))) self.le_ = LabelEncoder() self.le_.fit(y) self.classes_ = self.le_.classes_ self.estimators_ = [] for name, clf in self.estimators: fitted_clf = clone(clf).fit(X, self.le_.transform(y)) self.estimators_.append(fitted_clf) return self def predict(self, X): """ Predict class labels for X. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ---------- maj : array-like, shape = [n_samples] Predicted class labels. """ if self.voting == 'soft': maj = np.argmax(self.predict_proba(X), axis=1) else: # 'hard' voting predictions = self._predict(X) maj = np.apply_along_axis(lambda x: np.argmax(np.bincount(x, weights=self.weights)), axis=1, arr=predictions) maj = self.le_.inverse_transform(maj) return maj def _collect_probas(self, X): """Collect results from clf.predict calls. """ return np.asarray([clf.predict_proba(X) for clf in self.estimators_]) def _predict_proba(self, X): """Predict class probabilities for X in 'soft' voting """ avg = np.average(self._collect_probas(X), axis=0, weights=self.weights) return avg @property def predict_proba(self): """Compute probabilities of possible outcomes for samples in X. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ---------- avg : array-like, shape = [n_samples, n_classes] Weighted average probability for each class per sample. """ if self.voting == 'hard': raise AttributeError("predict_proba is not available when" " voting=%r" % self.voting) return self._predict_proba def transform(self, X): """Return class labels or probabilities for X for each estimator. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ------- If `voting='soft'`: array-like = [n_classifiers, n_samples, n_classes] Class probabilties calculated by each classifier. If `voting='hard'`: array-like = [n_classifiers, n_samples] Class labels predicted by each classifier. """ if self.voting == 'soft': return self._collect_probas(X) else: return self._predict(X) def get_params(self, deep=True): """Return estimator parameter names for GridSearch support""" if not deep: return super(VotingClassifier, self).get_params(deep=False) else: out = super(VotingClassifier, self).get_params(deep=False) out.update(self.named_estimators.copy()) for name, step in six.iteritems(self.named_estimators): for key, value in six.iteritems(step.get_params(deep=True)): out['%s__%s' % (name, key)] = value return out def _predict(self, X): """Collect results from clf.predict calls. """ return np.asarray([clf.predict(X) for clf in self.estimators_]).T
bsd-3-clause
UASLab/ImageAnalysis
scripts/4c-surface-outliers1.py
1
4820
#!/usr/bin/env python3 import argparse import commands import cPickle as pickle import cv2 import fnmatch import itertools #import json import math import matplotlib.pyplot as plt import numpy as np import os.path import scipy.spatial import sys sys.path.append('../lib') import project import transformations def meta_stats(report): sum = 0.0 count = len(report) for line in report: value = line[0] sum += value average = sum / len(report) print "average value = %.2f" % (average) sum = 0.0 for line in report: value = line[0] diff = average - value sum += diff**2 stddev = math.sqrt(sum / count) print "standard deviation = %.2f" % (stddev) return average, stddev parser = argparse.ArgumentParser(description='Compute Delauney triangulation of matches.') parser.add_argument('project', help='project directory') parser.add_argument('--stddev', default=5, type=int, help='standard dev threshold') args = parser.parse_args() proj = project.ProjectMgr(args.project) proj.load_image_info() print "Loading original (direct) matches ..." matches_direct = pickle.load( open( args.project + "/matches_direct", "rb" ) ) print "Loading fitted (sba) matches..." matches_sba = pickle.load( open( args.project + "/matches_sba", "rb" ) ) # custom slope routine def my_slope(p1, p2, z1, z2): dx = p2[0] - p1[0] dy = p2[1] - p1[1] dz = z2 - z1 hdist = math.sqrt(dx**2 + dy**2) if hdist > 0.00001: slope = dz / hdist else: slope = 0 return slope def compute_surface_outliers(): # iterate through the sba match dictionary and build a list of feature # points and heights (in x=east,y=north,z=up coordinates) print "Building Delaunay triangulation..." raw_points = [] raw_values = [] sum_values = 0.0 for match in matches_sba: ned = match[0] raw_points.append( [ned[1], ned[0]] ) raw_values.append( -ned[2] ) sum_values += -ned[2] avg_height = sum_values / len(matches_sba) print "Average elevation = %.1f" % ( avg_height ) tri = scipy.spatial.Delaunay(np.array(raw_points)) # look for outliers by comparing depth of a point with the average # depth of it's neighbors. Outliers will tend to stick out this way # (although you could be looking at the top of a flag pole so it's not # a guarantee of a bad value.) print "raw points =", len(raw_points) print "tri points =", len(tri.points) print "neighbors:", len(tri.vertex_neighbor_vertices[0]), len(tri.vertex_neighbor_vertices[1]) #print "neighbor[0]:\n", tri.vertex_neighbor_vertices[0][0], tri.vertex_neighbor_vertices[0][1] print "Computing average slope to neighbors..." indices, indptr = tri.vertex_neighbor_vertices report = [] x = []; y = []; slope = [] for i in range(len(tri.points)): pi = raw_points[i] zi = raw_values[i] sum_slope = 0.0 neighbors = indptr[indices[i]:indices[i+1]] if len(neighbors) == 0: continue # print neighbors for j in neighbors: pj = raw_points[j] zj = raw_values[j] sum_slope += my_slope(pi, pj, zi, zj) avg_slope = sum_slope / len(neighbors) # print i, avg_slope report.append( (avg_slope, i) ) x.append(raw_points[i][0]) y.append(raw_points[i][1]) slope.append(avg_slope) # plot results do_plot = False if do_plot: x = np.array(x) y = np.array(y) slope_diff = np.array(slope) plt.scatter(x, y, c=slope) plt.show() average, stddev = meta_stats(report) report = sorted(report, key=lambda fields: abs(fields[0]), reverse=True) delete_list = [] for line in report: slope = line[0] index = line[1] if abs(average - slope) >= args.stddev * stddev: print "index=", index, "slope=", slope delete_list.append( index ) delete_list = sorted(delete_list, reverse=True) for index in delete_list: #print "deleting", index matches_direct.pop(index) matches_sba.pop(index) return len(delete_list) deleted_sum = 0 result = compute_surface_outliers() while result > 0: deleted_sum += result result = compute_surface_outliers() if deleted_sum > 0: result=raw_input('Remove ' + str(deleted_sum) + ' outliers from the original matches? (y/n):') if result == 'y' or result == 'Y': # write out the updated match dictionaries print "Writing original matches..." pickle.dump(matches_direct, open(args.project+"/matches_direct", "wb")) print "Writing sba matches..." pickle.dump(matches_sba, open(args.project+"/matches_sba", "wb"))
mit
sarahgrogan/scikit-learn
sklearn/tree/export.py
78
15814
""" This module defines export functions for decision trees. """ # Authors: Gilles Louppe <[email protected]> # Peter Prettenhofer <[email protected]> # Brian Holt <[email protected]> # Noel Dawe <[email protected]> # Satrajit Gosh <[email protected]> # Trevor Stephens <[email protected]> # Licence: BSD 3 clause import numpy as np from ..externals import six from . import _criterion from . import _tree def _color_brew(n): """Generate n colors with equally spaced hues. Parameters ---------- n : int The number of colors required. Returns ------- color_list : list, length n List of n tuples of form (R, G, B) being the components of each color. """ color_list = [] # Initialize saturation & value; calculate chroma & value shift s, v = 0.75, 0.9 c = s * v m = v - c for h in np.arange(25, 385, 360. / n).astype(int): # Calculate some intermediate values h_bar = h / 60. x = c * (1 - abs((h_bar % 2) - 1)) # Initialize RGB with same hue & chroma as our color rgb = [(c, x, 0), (x, c, 0), (0, c, x), (0, x, c), (x, 0, c), (c, 0, x), (c, x, 0)] r, g, b = rgb[int(h_bar)] # Shift the initial RGB values to match value and store rgb = [(int(255 * (r + m))), (int(255 * (g + m))), (int(255 * (b + m)))] color_list.append(rgb) return color_list def export_graphviz(decision_tree, out_file="tree.dot", max_depth=None, feature_names=None, class_names=None, label='all', filled=False, leaves_parallel=False, impurity=True, node_ids=False, proportion=False, rotate=False, rounded=False, special_characters=False): """Export a decision tree in DOT format. This function generates a GraphViz representation of the decision tree, which is then written into `out_file`. Once exported, graphical renderings can be generated using, for example:: $ dot -Tps tree.dot -o tree.ps (PostScript format) $ dot -Tpng tree.dot -o tree.png (PNG format) The sample counts that are shown are weighted with any sample_weights that might be present. Read more in the :ref:`User Guide <tree>`. Parameters ---------- decision_tree : decision tree classifier The decision tree to be exported to GraphViz. out_file : file object or string, optional (default="tree.dot") Handle or name of the output file. max_depth : int, optional (default=None) The maximum depth of the representation. If None, the tree is fully generated. feature_names : list of strings, optional (default=None) Names of each of the features. class_names : list of strings, bool or None, optional (default=None) Names of each of the target classes in ascending numerical order. Only relevant for classification and not supported for multi-output. If ``True``, shows a symbolic representation of the class name. label : {'all', 'root', 'none'}, optional (default='all') Whether to show informative labels for impurity, etc. Options include 'all' to show at every node, 'root' to show only at the top root node, or 'none' to not show at any node. filled : bool, optional (default=False) When set to ``True``, paint nodes to indicate majority class for classification, extremity of values for regression, or purity of node for multi-output. leaves_parallel : bool, optional (default=False) When set to ``True``, draw all leaf nodes at the bottom of the tree. impurity : bool, optional (default=True) When set to ``True``, show the impurity at each node. node_ids : bool, optional (default=False) When set to ``True``, show the ID number on each node. proportion : bool, optional (default=False) When set to ``True``, change the display of 'values' and/or 'samples' to be proportions and percentages respectively. rotate : bool, optional (default=False) When set to ``True``, orient tree left to right rather than top-down. rounded : bool, optional (default=False) When set to ``True``, draw node boxes with rounded corners and use Helvetica fonts instead of Times-Roman. special_characters : bool, optional (default=False) When set to ``False``, ignore special characters for PostScript compatibility. Examples -------- >>> from sklearn.datasets import load_iris >>> from sklearn import tree >>> clf = tree.DecisionTreeClassifier() >>> iris = load_iris() >>> clf = clf.fit(iris.data, iris.target) >>> tree.export_graphviz(clf, ... out_file='tree.dot') # doctest: +SKIP """ def get_color(value): # Find the appropriate color & intensity for a node if colors['bounds'] is None: # Classification tree color = list(colors['rgb'][np.argmax(value)]) sorted_values = sorted(value, reverse=True) alpha = int(255 * (sorted_values[0] - sorted_values[1]) / (1 - sorted_values[1])) else: # Regression tree or multi-output color = list(colors['rgb'][0]) alpha = int(255 * ((value - colors['bounds'][0]) / (colors['bounds'][1] - colors['bounds'][0]))) # Return html color code in #RRGGBBAA format color.append(alpha) hex_codes = [str(i) for i in range(10)] hex_codes.extend(['a', 'b', 'c', 'd', 'e', 'f']) color = [hex_codes[c // 16] + hex_codes[c % 16] for c in color] return '#' + ''.join(color) def node_to_str(tree, node_id, criterion): # Generate the node content string if tree.n_outputs == 1: value = tree.value[node_id][0, :] else: value = tree.value[node_id] # Should labels be shown? labels = (label == 'root' and node_id == 0) or label == 'all' # PostScript compatibility for special characters if special_characters: characters = ['&#35;', '<SUB>', '</SUB>', '&le;', '<br/>', '>'] node_string = '<' else: characters = ['#', '[', ']', '<=', '\\n', '"'] node_string = '"' # Write node ID if node_ids: if labels: node_string += 'node ' node_string += characters[0] + str(node_id) + characters[4] # Write decision criteria if tree.children_left[node_id] != _tree.TREE_LEAF: # Always write node decision criteria, except for leaves if feature_names is not None: feature = feature_names[tree.feature[node_id]] else: feature = "X%s%s%s" % (characters[1], tree.feature[node_id], characters[2]) node_string += '%s %s %s%s' % (feature, characters[3], round(tree.threshold[node_id], 4), characters[4]) # Write impurity if impurity: if isinstance(criterion, _criterion.FriedmanMSE): criterion = "friedman_mse" elif not isinstance(criterion, six.string_types): criterion = "impurity" if labels: node_string += '%s = ' % criterion node_string += (str(round(tree.impurity[node_id], 4)) + characters[4]) # Write node sample count if labels: node_string += 'samples = ' if proportion: percent = (100. * tree.n_node_samples[node_id] / float(tree.n_node_samples[0])) node_string += (str(round(percent, 1)) + '%' + characters[4]) else: node_string += (str(tree.n_node_samples[node_id]) + characters[4]) # Write node class distribution / regression value if proportion and tree.n_classes[0] != 1: # For classification this will show the proportion of samples value = value / tree.weighted_n_node_samples[node_id] if labels: node_string += 'value = ' if tree.n_classes[0] == 1: # Regression value_text = np.around(value, 4) elif proportion: # Classification value_text = np.around(value, 2) elif np.all(np.equal(np.mod(value, 1), 0)): # Classification without floating-point weights value_text = value.astype(int) else: # Classification with floating-point weights value_text = np.around(value, 4) # Strip whitespace value_text = str(value_text.astype('S32')).replace("b'", "'") value_text = value_text.replace("' '", ", ").replace("'", "") if tree.n_classes[0] == 1 and tree.n_outputs == 1: value_text = value_text.replace("[", "").replace("]", "") value_text = value_text.replace("\n ", characters[4]) node_string += value_text + characters[4] # Write node majority class if (class_names is not None and tree.n_classes[0] != 1 and tree.n_outputs == 1): # Only done for single-output classification trees if labels: node_string += 'class = ' if class_names is not True: class_name = class_names[np.argmax(value)] else: class_name = "y%s%s%s" % (characters[1], np.argmax(value), characters[2]) node_string += class_name # Clean up any trailing newlines if node_string[-2:] == '\\n': node_string = node_string[:-2] if node_string[-5:] == '<br/>': node_string = node_string[:-5] return node_string + characters[5] def recurse(tree, node_id, criterion, parent=None, depth=0): if node_id == _tree.TREE_LEAF: raise ValueError("Invalid node_id %s" % _tree.TREE_LEAF) left_child = tree.children_left[node_id] right_child = tree.children_right[node_id] # Add node with description if max_depth is None or depth <= max_depth: # Collect ranks for 'leaf' option in plot_options if left_child == _tree.TREE_LEAF: ranks['leaves'].append(str(node_id)) elif str(depth) not in ranks: ranks[str(depth)] = [str(node_id)] else: ranks[str(depth)].append(str(node_id)) out_file.write('%d [label=%s' % (node_id, node_to_str(tree, node_id, criterion))) if filled: # Fetch appropriate color for node if 'rgb' not in colors: # Initialize colors and bounds if required colors['rgb'] = _color_brew(tree.n_classes[0]) if tree.n_outputs != 1: # Find max and min impurities for multi-output colors['bounds'] = (np.min(-tree.impurity), np.max(-tree.impurity)) elif tree.n_classes[0] == 1: # Find max and min values in leaf nodes for regression colors['bounds'] = (np.min(tree.value), np.max(tree.value)) if tree.n_outputs == 1: node_val = (tree.value[node_id][0, :] / tree.weighted_n_node_samples[node_id]) if tree.n_classes[0] == 1: # Regression node_val = tree.value[node_id][0, :] else: # If multi-output color node by impurity node_val = -tree.impurity[node_id] out_file.write(', fillcolor="%s"' % get_color(node_val)) out_file.write('] ;\n') if parent is not None: # Add edge to parent out_file.write('%d -> %d' % (parent, node_id)) if parent == 0: # Draw True/False labels if parent is root node angles = np.array([45, -45]) * ((rotate - .5) * -2) out_file.write(' [labeldistance=2.5, labelangle=') if node_id == 1: out_file.write('%d, headlabel="True"]' % angles[0]) else: out_file.write('%d, headlabel="False"]' % angles[1]) out_file.write(' ;\n') if left_child != _tree.TREE_LEAF: recurse(tree, left_child, criterion=criterion, parent=node_id, depth=depth + 1) recurse(tree, right_child, criterion=criterion, parent=node_id, depth=depth + 1) else: ranks['leaves'].append(str(node_id)) out_file.write('%d [label="(...)"' % node_id) if filled: # color cropped nodes grey out_file.write(', fillcolor="#C0C0C0"') out_file.write('] ;\n' % node_id) if parent is not None: # Add edge to parent out_file.write('%d -> %d ;\n' % (parent, node_id)) own_file = False try: if isinstance(out_file, six.string_types): if six.PY3: out_file = open(out_file, "w", encoding="utf-8") else: out_file = open(out_file, "wb") own_file = True # The depth of each node for plotting with 'leaf' option ranks = {'leaves': []} # The colors to render each node with colors = {'bounds': None} out_file.write('digraph Tree {\n') # Specify node aesthetics out_file.write('node [shape=box') rounded_filled = [] if filled: rounded_filled.append('filled') if rounded: rounded_filled.append('rounded') if len(rounded_filled) > 0: out_file.write(', style="%s", color="black"' % ", ".join(rounded_filled)) if rounded: out_file.write(', fontname=helvetica') out_file.write('] ;\n') # Specify graph & edge aesthetics if leaves_parallel: out_file.write('graph [ranksep=equally, splines=polyline] ;\n') if rounded: out_file.write('edge [fontname=helvetica] ;\n') if rotate: out_file.write('rankdir=LR ;\n') # Now recurse the tree and add node & edge attributes if isinstance(decision_tree, _tree.Tree): recurse(decision_tree, 0, criterion="impurity") else: recurse(decision_tree.tree_, 0, criterion=decision_tree.criterion) # If required, draw leaf nodes at same depth as each other if leaves_parallel: for rank in sorted(ranks): out_file.write("{rank=same ; " + "; ".join(r for r in ranks[rank]) + "} ;\n") out_file.write("}") finally: if own_file: out_file.close()
bsd-3-clause
yyjiang/scikit-learn
examples/model_selection/grid_search_digits.py
227
2665
""" ============================================================ Parameter estimation using grid search with cross-validation ============================================================ This examples shows how a classifier is optimized by cross-validation, which is done using the :class:`sklearn.grid_search.GridSearchCV` object on a development set that comprises only half of the available labeled data. The performance of the selected hyper-parameters and trained model is then measured on a dedicated evaluation set that was not used during the model selection step. More details on tools available for model selection can be found in the sections on :ref:`cross_validation` and :ref:`grid_search`. """ from __future__ import print_function from sklearn import datasets from sklearn.cross_validation import train_test_split from sklearn.grid_search import GridSearchCV from sklearn.metrics import classification_report from sklearn.svm import SVC print(__doc__) # Loading the Digits dataset digits = datasets.load_digits() # To apply an classifier on this data, we need to flatten the image, to # turn the data in a (samples, feature) matrix: n_samples = len(digits.images) X = digits.images.reshape((n_samples, -1)) y = digits.target # Split the dataset in two equal parts X_train, X_test, y_train, y_test = train_test_split( X, y, test_size=0.5, random_state=0) # Set the parameters by cross-validation tuned_parameters = [{'kernel': ['rbf'], 'gamma': [1e-3, 1e-4], 'C': [1, 10, 100, 1000]}, {'kernel': ['linear'], 'C': [1, 10, 100, 1000]}] scores = ['precision', 'recall'] for score in scores: print("# Tuning hyper-parameters for %s" % score) print() clf = GridSearchCV(SVC(C=1), tuned_parameters, cv=5, scoring='%s_weighted' % score) clf.fit(X_train, y_train) print("Best parameters set found on development set:") print() print(clf.best_params_) print() print("Grid scores on development set:") print() for params, mean_score, scores in clf.grid_scores_: print("%0.3f (+/-%0.03f) for %r" % (mean_score, scores.std() * 2, params)) print() print("Detailed classification report:") print() print("The model is trained on the full development set.") print("The scores are computed on the full evaluation set.") print() y_true, y_pred = y_test, clf.predict(X_test) print(classification_report(y_true, y_pred)) print() # Note the problem is too easy: the hyperparameter plateau is too flat and the # output model is the same for precision and recall with ties in quality.
bsd-3-clause
pixki/redesestocasticas
phasedist.py
1
6701
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Author: pixki # @Date: 2015-11-11 12:07:40 # @Last Modified by: jairo # @Last Modified time: 2015-12-10 22:29:09 import numpy as np from scipy.stats import expon, erlang, rv_continuous import matplotlib.pyplot as plt import argparse import sys import numpy.random as mtrand class hyperexp(rv_continuous): """An HyperExponential Random Variable """ def __init__(self, alpha=0.5, lambda1=1.0, lambda2=1.0): self.alpha = alpha self.lambda1 = lambda1 self.lambda2 = lambda2 def rvs(self, size=1): vsample = np.vectorize(self._single_sample) return np.fromfunction(vsample, (size,)) def _single_sample(self, size): U1 = mtrand.random() if U1 <= self.alpha: scale = self.lambda1 else: scale = self.lambda2 U2 = mtrand.random() return -np.log(U2)/scale def pdf(self, x): a = self.alpha*self.lambda1*np.exp(self.lambda1*-x) b = (1-self.alpha)*self.lambda2*np.exp(self.lambda2*-x) return a + b def mean(self): return (self.alpha / self.lambda1) + ((1-self.alpha) / self.lambda2) def standard_dev(self): a = (self.alpha/(self.lambda1**2)) + ((1-self.alpha)/(self.lambda2**2)) return np.sqrt(2*a + self.mean()**2) def cdf(self, x): a = self.alpha*(-np.exp(self.lambda1*-x)) b = (1-self.alpha)*(-np.exp(self.lambda2*-x)) return a + b + 1 def CoV(self): a = np.sqrt(2*self.alpha/self.lambda1 + 2*(1-self.alpha)/self.lambda2 - (self.alpha/self.lambda1 + (1-self.alpha)/self.lambda2)**2) return a/self.mean() def main(): parser = argparse.ArgumentParser() parser.add_argument('-s', '--stages', type=int, required=False, help='Etapas de la distribución') parser.add_argument('-l', '--lambdap', type=float, required=True, nargs='+', help='Parámetro lambda de cada distribución') parser.add_argument('-r', '--runs', type=int, required=True, help='Ejecuciones a realizar por cada simulación') parser.add_argument('-o', '--output', type=str, required=False, help='Archivo de salida para la grafica') parser.add_argument('-d', '--dist', type=str, required=True, choices=['erlang', 'expon', 'hyperexp'], help='Distribución a emplear para la simulación') parser.add_argument('--no-graph', required=False, help='Suprime la salida como gráfica', dest='graph', action='store_false') parser.add_argument('--graph', required=False, help='Habilita la salida como gráfica (usar con [-o])', dest='graph', action='store_true') parser.add_argument('-p', '--probability', required=False, type=float, help='Probabilidad para la distribución Hiperexp.') parser.set_defaults(graph=True) args = parser.parse_args() # msg = 'Distribución {3} con {0} etapas (lambda={1}) en {2} ejecuciones' # print msg.format(args.stages, args.lambdap, args.runs, args.dist) fig, ax = plt.subplots(1, 1) if args.dist in 'erlang': if args.stages <= 0: print 'Error: se necesita un número válido de etapas' sys.exit(1) lambdap = args.lambdap[0] mean, var, skew, kurt = erlang.stats(args.stages, scale=lambdap, moments='mvsk') x = np.linspace(erlang.ppf(0.00001, args.stages, scale=lambdap), erlang.ppf(0.99999, args.stages, scale=lambdap), num=1000) rv = erlang(args.stages, scale=lambdap) ax.plot(x, rv.pdf(x), 'r-', lw=5, alpha=0.6, label='Erlang PDF') # Generate random numbers with this distribution r = erlang.rvs(args.stages, scale=lambdap, size=args.runs) ax.hist(r, bins=20, normed=True, histtype='stepfilled', alpha=0.4, label='Experimental values') meanexp = np.mean(r) varexp = np.var(r) print 'Mediaexperimental: {0} MediaAnalitica: {1}'.format(meanexp, mean) print 'Sigma2_exp: {0} Sigma2_a: {1}'.format(varexp, var) print 'CoV_exp: {0} CoV_a: {1}'.format(np.sqrt(varexp)/meanexp, np.sqrt(var)/mean) elif args.dist in 'expon': lambdap = args.lambdap[0] mean, var, skew, kurt = expon.stats(scale=lambdap, moments='mvsk') x = np.linspace(expon.ppf(0.00001, scale=lambdap), expon.ppf(0.99999, scale=lambdap), num=1000) rv = expon(scale=lambdap) ax.plot(x, rv.pdf(x), 'r-', lw=5, alpha=0.6, label='Exponential PDF') # Generate random numbers with this distribution r = expon.rvs(scale=lambdap, size=args.runs) ax.hist(r, bins=20, normed=True, histtype='stepfilled', alpha=0.4, label='Experimental values') meanexp = np.mean(r) varexp = np.var(r) print 'Mediaexperimental: {0} MediaAnalitica: {1}'.format(meanexp, mean) print 'Sigma2_exp: {0} Sigma2_a: {1}'.format(varexp, var) print 'CoV_exp: {0} CoV_a: {1}'.format(np.sqrt(varexp)/meanexp, np.sqrt(var)/mean) elif args.dist in 'hyperexp': rv = hyperexp(args.probability, args.lambdap[0], args.lambdap[1]) x = np.linspace(0.00000001, 10.99999, num=1000) ax.plot(x, rv.pdf(x), 'r-', lw=5, alpha=0.6, label='HyperExp PDF') # ax.plot(x, rv.cdf(x), 'b-', lw=2, alpha=0.6, label='HyperExp CDF') r = rv.rvs(size=args.runs) ax.hist(r, normed=True, bins=100, range=(0, 11), histtype='stepfilled', alpha=0.4, label='Experimental values') meanexp = np.mean(r) varexp = np.var(r) mean = rv.mean() var = rv.standard_dev()**2 print 'Mediaexperimental: {0} MediaAnalitica: {1}'.format(meanexp, mean) print 'Sigma2_exp: {0} Sigma2_a: {1}'.format(varexp, var) print 'CoV_exp: {0} CoV_a: {1}'.format(np.sqrt(varexp)/meanexp, rv.CoV()) if args.graph: ax.legend(loc='best', frameon=False) plt.show() if __name__ == '__main__': main()
gpl-2.0
macks22/scikit-learn
sklearn/utils/testing.py
84
24860
"""Testing utilities.""" # Copyright (c) 2011, 2012 # Authors: Pietro Berkes, # Andreas Muller # Mathieu Blondel # Olivier Grisel # Arnaud Joly # Denis Engemann # License: BSD 3 clause import os import inspect import pkgutil import warnings import sys import re import platform import scipy as sp import scipy.io from functools import wraps try: # Python 2 from urllib2 import urlopen from urllib2 import HTTPError except ImportError: # Python 3+ from urllib.request import urlopen from urllib.error import HTTPError import tempfile import shutil import os.path as op import atexit # WindowsError only exist on Windows try: WindowsError except NameError: WindowsError = None import sklearn from sklearn.base import BaseEstimator from sklearn.externals import joblib # Conveniently import all assertions in one place. from nose.tools import assert_equal from nose.tools import assert_not_equal from nose.tools import assert_true from nose.tools import assert_false from nose.tools import assert_raises from nose.tools import raises from nose import SkipTest from nose import with_setup from numpy.testing import assert_almost_equal from numpy.testing import assert_array_equal from numpy.testing import assert_array_almost_equal from numpy.testing import assert_array_less import numpy as np from sklearn.base import (ClassifierMixin, RegressorMixin, TransformerMixin, ClusterMixin) __all__ = ["assert_equal", "assert_not_equal", "assert_raises", "assert_raises_regexp", "raises", "with_setup", "assert_true", "assert_false", "assert_almost_equal", "assert_array_equal", "assert_array_almost_equal", "assert_array_less", "assert_less", "assert_less_equal", "assert_greater", "assert_greater_equal"] try: from nose.tools import assert_in, assert_not_in except ImportError: # Nose < 1.0.0 def assert_in(x, container): assert_true(x in container, msg="%r in %r" % (x, container)) def assert_not_in(x, container): assert_false(x in container, msg="%r in %r" % (x, container)) try: from nose.tools import assert_raises_regex except ImportError: # for Python 2 def assert_raises_regex(expected_exception, expected_regexp, callable_obj=None, *args, **kwargs): """Helper function to check for message patterns in exceptions""" not_raised = False try: callable_obj(*args, **kwargs) not_raised = True except expected_exception as e: error_message = str(e) if not re.compile(expected_regexp).search(error_message): raise AssertionError("Error message should match pattern " "%r. %r does not." % (expected_regexp, error_message)) if not_raised: raise AssertionError("%s not raised by %s" % (expected_exception.__name__, callable_obj.__name__)) # assert_raises_regexp is deprecated in Python 3.4 in favor of # assert_raises_regex but lets keep the bacward compat in scikit-learn with # the old name for now assert_raises_regexp = assert_raises_regex def _assert_less(a, b, msg=None): message = "%r is not lower than %r" % (a, b) if msg is not None: message += ": " + msg assert a < b, message def _assert_greater(a, b, msg=None): message = "%r is not greater than %r" % (a, b) if msg is not None: message += ": " + msg assert a > b, message def assert_less_equal(a, b, msg=None): message = "%r is not lower than or equal to %r" % (a, b) if msg is not None: message += ": " + msg assert a <= b, message def assert_greater_equal(a, b, msg=None): message = "%r is not greater than or equal to %r" % (a, b) if msg is not None: message += ": " + msg assert a >= b, message def assert_warns(warning_class, func, *args, **kw): """Test that a certain warning occurs. Parameters ---------- warning_class : the warning class The class to test for, e.g. UserWarning. func : callable Calable object to trigger warnings. *args : the positional arguments to `func`. **kw : the keyword arguments to `func` Returns ------- result : the return value of `func` """ # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") # Trigger a warning. result = func(*args, **kw) if hasattr(np, 'VisibleDeprecationWarning'): # Filter out numpy-specific warnings in numpy >= 1.9 w = [e for e in w if e.category is not np.VisibleDeprecationWarning] # Verify some things if not len(w) > 0: raise AssertionError("No warning raised when calling %s" % func.__name__) found = any(warning.category is warning_class for warning in w) if not found: raise AssertionError("%s did not give warning: %s( is %s)" % (func.__name__, warning_class, w)) return result def assert_warns_message(warning_class, message, func, *args, **kw): # very important to avoid uncontrolled state propagation """Test that a certain warning occurs and with a certain message. Parameters ---------- warning_class : the warning class The class to test for, e.g. UserWarning. message : str | callable The entire message or a substring to test for. If callable, it takes a string as argument and will trigger an assertion error if it returns `False`. func : callable Calable object to trigger warnings. *args : the positional arguments to `func`. **kw : the keyword arguments to `func`. Returns ------- result : the return value of `func` """ clean_warning_registry() with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") if hasattr(np, 'VisibleDeprecationWarning'): # Let's not catch the numpy internal DeprecationWarnings warnings.simplefilter('ignore', np.VisibleDeprecationWarning) # Trigger a warning. result = func(*args, **kw) # Verify some things if not len(w) > 0: raise AssertionError("No warning raised when calling %s" % func.__name__) found = [issubclass(warning.category, warning_class) for warning in w] if not any(found): raise AssertionError("No warning raised for %s with class " "%s" % (func.__name__, warning_class)) message_found = False # Checks the message of all warnings belong to warning_class for index in [i for i, x in enumerate(found) if x]: # substring will match, the entire message with typo won't msg = w[index].message # For Python 3 compatibility msg = str(msg.args[0] if hasattr(msg, 'args') else msg) if callable(message): # add support for certain tests check_in_message = message else: check_in_message = lambda msg: message in msg if check_in_message(msg): message_found = True break if not message_found: raise AssertionError("Did not receive the message you expected " "('%s') for <%s>, got: '%s'" % (message, func.__name__, msg)) return result # To remove when we support numpy 1.7 def assert_no_warnings(func, *args, **kw): # XXX: once we may depend on python >= 2.6, this can be replaced by the # warnings module context manager. # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') result = func(*args, **kw) if hasattr(np, 'VisibleDeprecationWarning'): # Filter out numpy-specific warnings in numpy >= 1.9 w = [e for e in w if e.category is not np.VisibleDeprecationWarning] if len(w) > 0: raise AssertionError("Got warnings when calling %s: %s" % (func.__name__, w)) return result def ignore_warnings(obj=None): """ Context manager and decorator to ignore warnings Note. Using this (in both variants) will clear all warnings from all python modules loaded. In case you need to test cross-module-warning-logging this is not your tool of choice. Examples -------- >>> with ignore_warnings(): ... warnings.warn('buhuhuhu') >>> def nasty_warn(): ... warnings.warn('buhuhuhu') ... print(42) >>> ignore_warnings(nasty_warn)() 42 """ if callable(obj): return _ignore_warnings(obj) else: return _IgnoreWarnings() def _ignore_warnings(fn): """Decorator to catch and hide warnings without visual nesting""" @wraps(fn) def wrapper(*args, **kwargs): # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') return fn(*args, **kwargs) w[:] = [] return wrapper class _IgnoreWarnings(object): """Improved and simplified Python warnings context manager Copied from Python 2.7.5 and modified as required. """ def __init__(self): """ Parameters ========== category : warning class The category to filter. Defaults to Warning. If None, all categories will be muted. """ self._record = True self._module = sys.modules['warnings'] self._entered = False self.log = [] def __repr__(self): args = [] if self._record: args.append("record=True") if self._module is not sys.modules['warnings']: args.append("module=%r" % self._module) name = type(self).__name__ return "%s(%s)" % (name, ", ".join(args)) def __enter__(self): clean_warning_registry() # be safe and not propagate state + chaos warnings.simplefilter('always') if self._entered: raise RuntimeError("Cannot enter %r twice" % self) self._entered = True self._filters = self._module.filters self._module.filters = self._filters[:] self._showwarning = self._module.showwarning if self._record: self.log = [] def showwarning(*args, **kwargs): self.log.append(warnings.WarningMessage(*args, **kwargs)) self._module.showwarning = showwarning return self.log else: return None def __exit__(self, *exc_info): if not self._entered: raise RuntimeError("Cannot exit %r without entering first" % self) self._module.filters = self._filters self._module.showwarning = self._showwarning self.log[:] = [] clean_warning_registry() # be safe and not propagate state + chaos try: from nose.tools import assert_less except ImportError: assert_less = _assert_less try: from nose.tools import assert_greater except ImportError: assert_greater = _assert_greater def _assert_allclose(actual, desired, rtol=1e-7, atol=0, err_msg='', verbose=True): actual, desired = np.asanyarray(actual), np.asanyarray(desired) if np.allclose(actual, desired, rtol=rtol, atol=atol): return msg = ('Array not equal to tolerance rtol=%g, atol=%g: ' 'actual %s, desired %s') % (rtol, atol, actual, desired) raise AssertionError(msg) if hasattr(np.testing, 'assert_allclose'): assert_allclose = np.testing.assert_allclose else: assert_allclose = _assert_allclose def assert_raise_message(exceptions, message, function, *args, **kwargs): """Helper function to test error messages in exceptions Parameters ---------- exceptions : exception or tuple of exception Name of the estimator func : callable Calable object to raise error *args : the positional arguments to `func`. **kw : the keyword arguments to `func` """ try: function(*args, **kwargs) except exceptions as e: error_message = str(e) if message not in error_message: raise AssertionError("Error message does not include the expected" " string: %r. Observed error message: %r" % (message, error_message)) else: # concatenate exception names if isinstance(exceptions, tuple): names = " or ".join(e.__name__ for e in exceptions) else: names = exceptions.__name__ raise AssertionError("%s not raised by %s" % (names, function.__name__)) def fake_mldata(columns_dict, dataname, matfile, ordering=None): """Create a fake mldata data set. Parameters ---------- columns_dict : dict, keys=str, values=ndarray Contains data as columns_dict[column_name] = array of data. dataname : string Name of data set. matfile : string or file object The file name string or the file-like object of the output file. ordering : list, default None List of column_names, determines the ordering in the data set. Notes ----- This function transposes all arrays, while fetch_mldata only transposes 'data', keep that into account in the tests. """ datasets = dict(columns_dict) # transpose all variables for name in datasets: datasets[name] = datasets[name].T if ordering is None: ordering = sorted(list(datasets.keys())) # NOTE: setting up this array is tricky, because of the way Matlab # re-packages 1D arrays datasets['mldata_descr_ordering'] = sp.empty((1, len(ordering)), dtype='object') for i, name in enumerate(ordering): datasets['mldata_descr_ordering'][0, i] = name scipy.io.savemat(matfile, datasets, oned_as='column') class mock_mldata_urlopen(object): def __init__(self, mock_datasets): """Object that mocks the urlopen function to fake requests to mldata. `mock_datasets` is a dictionary of {dataset_name: data_dict}, or {dataset_name: (data_dict, ordering). `data_dict` itself is a dictionary of {column_name: data_array}, and `ordering` is a list of column_names to determine the ordering in the data set (see `fake_mldata` for details). When requesting a dataset with a name that is in mock_datasets, this object creates a fake dataset in a StringIO object and returns it. Otherwise, it raises an HTTPError. """ self.mock_datasets = mock_datasets def __call__(self, urlname): dataset_name = urlname.split('/')[-1] if dataset_name in self.mock_datasets: resource_name = '_' + dataset_name from io import BytesIO matfile = BytesIO() dataset = self.mock_datasets[dataset_name] ordering = None if isinstance(dataset, tuple): dataset, ordering = dataset fake_mldata(dataset, resource_name, matfile, ordering) matfile.seek(0) return matfile else: raise HTTPError(urlname, 404, dataset_name + " is not available", [], None) def install_mldata_mock(mock_datasets): # Lazy import to avoid mutually recursive imports from sklearn import datasets datasets.mldata.urlopen = mock_mldata_urlopen(mock_datasets) def uninstall_mldata_mock(): # Lazy import to avoid mutually recursive imports from sklearn import datasets datasets.mldata.urlopen = urlopen # Meta estimators need another estimator to be instantiated. META_ESTIMATORS = ["OneVsOneClassifier", "OutputCodeClassifier", "OneVsRestClassifier", "RFE", "RFECV", "BaseEnsemble"] # estimators that there is no way to default-construct sensibly OTHER = ["Pipeline", "FeatureUnion", "GridSearchCV", "RandomizedSearchCV"] # some trange ones DONT_TEST = ['SparseCoder', 'EllipticEnvelope', 'DictVectorizer', 'LabelBinarizer', 'LabelEncoder', 'MultiLabelBinarizer', 'TfidfTransformer', 'TfidfVectorizer', 'IsotonicRegression', 'OneHotEncoder', 'RandomTreesEmbedding', 'FeatureHasher', 'DummyClassifier', 'DummyRegressor', 'TruncatedSVD', 'PolynomialFeatures', 'GaussianRandomProjectionHash', 'HashingVectorizer', 'CheckingClassifier', 'PatchExtractor', 'CountVectorizer', # GradientBoosting base estimators, maybe should # exclude them in another way 'ZeroEstimator', 'ScaledLogOddsEstimator', 'QuantileEstimator', 'MeanEstimator', 'LogOddsEstimator', 'PriorProbabilityEstimator', '_SigmoidCalibration', 'VotingClassifier'] def all_estimators(include_meta_estimators=False, include_other=False, type_filter=None, include_dont_test=False): """Get a list of all estimators from sklearn. This function crawls the module and gets all classes that inherit from BaseEstimator. Classes that are defined in test-modules are not included. By default meta_estimators such as GridSearchCV are also not included. Parameters ---------- include_meta_estimators : boolean, default=False Whether to include meta-estimators that can be constructed using an estimator as their first argument. These are currently BaseEnsemble, OneVsOneClassifier, OutputCodeClassifier, OneVsRestClassifier, RFE, RFECV. include_other : boolean, default=False Wether to include meta-estimators that are somehow special and can not be default-constructed sensibly. These are currently Pipeline, FeatureUnion and GridSearchCV include_dont_test : boolean, default=False Whether to include "special" label estimator or test processors. type_filter : string, list of string, or None, default=None Which kind of estimators should be returned. If None, no filter is applied and all estimators are returned. Possible values are 'classifier', 'regressor', 'cluster' and 'transformer' to get estimators only of these specific types, or a list of these to get the estimators that fit at least one of the types. Returns ------- estimators : list of tuples List of (name, class), where ``name`` is the class name as string and ``class`` is the actuall type of the class. """ def is_abstract(c): if not(hasattr(c, '__abstractmethods__')): return False if not len(c.__abstractmethods__): return False return True all_classes = [] # get parent folder path = sklearn.__path__ for importer, modname, ispkg in pkgutil.walk_packages( path=path, prefix='sklearn.', onerror=lambda x: None): if ".tests." in modname: continue module = __import__(modname, fromlist="dummy") classes = inspect.getmembers(module, inspect.isclass) all_classes.extend(classes) all_classes = set(all_classes) estimators = [c for c in all_classes if (issubclass(c[1], BaseEstimator) and c[0] != 'BaseEstimator')] # get rid of abstract base classes estimators = [c for c in estimators if not is_abstract(c[1])] if not include_dont_test: estimators = [c for c in estimators if not c[0] in DONT_TEST] if not include_other: estimators = [c for c in estimators if not c[0] in OTHER] # possibly get rid of meta estimators if not include_meta_estimators: estimators = [c for c in estimators if not c[0] in META_ESTIMATORS] if type_filter is not None: if not isinstance(type_filter, list): type_filter = [type_filter] else: type_filter = list(type_filter) # copy filtered_estimators = [] filters = {'classifier': ClassifierMixin, 'regressor': RegressorMixin, 'transformer': TransformerMixin, 'cluster': ClusterMixin} for name, mixin in filters.items(): if name in type_filter: type_filter.remove(name) filtered_estimators.extend([est for est in estimators if issubclass(est[1], mixin)]) estimators = filtered_estimators if type_filter: raise ValueError("Parameter type_filter must be 'classifier', " "'regressor', 'transformer', 'cluster' or None, got" " %s." % repr(type_filter)) # drop duplicates, sort for reproducibility return sorted(set(estimators)) def set_random_state(estimator, random_state=0): if "random_state" in estimator.get_params().keys(): estimator.set_params(random_state=random_state) def if_matplotlib(func): """Test decorator that skips test if matplotlib not installed. """ @wraps(func) def run_test(*args, **kwargs): try: import matplotlib matplotlib.use('Agg', warn=False) # this fails if no $DISPLAY specified import matplotlib.pyplot as plt plt.figure() except ImportError: raise SkipTest('Matplotlib not available.') else: return func(*args, **kwargs) return run_test def if_not_mac_os(versions=('10.7', '10.8', '10.9'), message='Multi-process bug in Mac OS X >= 10.7 ' '(see issue #636)'): """Test decorator that skips test if OS is Mac OS X and its major version is one of ``versions``. """ mac_version, _, _ = platform.mac_ver() skip = '.'.join(mac_version.split('.')[:2]) in versions def decorator(func): if skip: @wraps(func) def func(*args, **kwargs): raise SkipTest(message) return func return decorator def clean_warning_registry(): """Safe way to reset warnings """ warnings.resetwarnings() reg = "__warningregistry__" for mod_name, mod in list(sys.modules.items()): if 'six.moves' in mod_name: continue if hasattr(mod, reg): getattr(mod, reg).clear() def check_skip_network(): if int(os.environ.get('SKLEARN_SKIP_NETWORK_TESTS', 0)): raise SkipTest("Text tutorial requires large dataset download") def check_skip_travis(): """Skip test if being run on Travis.""" if os.environ.get('TRAVIS') == "true": raise SkipTest("This test needs to be skipped on Travis") def _delete_folder(folder_path, warn=False): """Utility function to cleanup a temporary folder if still existing. Copy from joblib.pool (for independance)""" try: if os.path.exists(folder_path): # This can fail under windows, # but will succeed when called by atexit shutil.rmtree(folder_path) except WindowsError: if warn: warnings.warn("Could not delete temporary folder %s" % folder_path) class TempMemmap(object): def __init__(self, data, mmap_mode='r'): self.temp_folder = tempfile.mkdtemp(prefix='sklearn_testing_') self.mmap_mode = mmap_mode self.data = data def __enter__(self): fpath = op.join(self.temp_folder, 'data.pkl') joblib.dump(self.data, fpath) data_read_only = joblib.load(fpath, mmap_mode=self.mmap_mode) atexit.register(lambda: _delete_folder(self.temp_folder, warn=True)) return data_read_only def __exit__(self, exc_type, exc_val, exc_tb): _delete_folder(self.temp_folder) with_network = with_setup(check_skip_network) with_travis = with_setup(check_skip_travis)
bsd-3-clause
yunfeilu/scikit-learn
sklearn/metrics/scorer.py
211
13141
""" The :mod:`sklearn.metrics.scorer` submodule implements a flexible interface for model selection and evaluation using arbitrary score functions. A scorer object is a callable that can be passed to :class:`sklearn.grid_search.GridSearchCV` or :func:`sklearn.cross_validation.cross_val_score` as the ``scoring`` parameter, to specify how a model should be evaluated. The signature of the call is ``(estimator, X, y)`` where ``estimator`` is the model to be evaluated, ``X`` is the test data and ``y`` is the ground truth labeling (or ``None`` in the case of unsupervised models). """ # Authors: Andreas Mueller <[email protected]> # Lars Buitinck <[email protected]> # Arnaud Joly <[email protected]> # License: Simplified BSD from abc import ABCMeta, abstractmethod from functools import partial import numpy as np from . import (r2_score, median_absolute_error, mean_absolute_error, mean_squared_error, accuracy_score, f1_score, roc_auc_score, average_precision_score, precision_score, recall_score, log_loss) from .cluster import adjusted_rand_score from ..utils.multiclass import type_of_target from ..externals import six from ..base import is_regressor class _BaseScorer(six.with_metaclass(ABCMeta, object)): def __init__(self, score_func, sign, kwargs): self._kwargs = kwargs self._score_func = score_func self._sign = sign @abstractmethod def __call__(self, estimator, X, y, sample_weight=None): pass def __repr__(self): kwargs_string = "".join([", %s=%s" % (str(k), str(v)) for k, v in self._kwargs.items()]) return ("make_scorer(%s%s%s%s)" % (self._score_func.__name__, "" if self._sign > 0 else ", greater_is_better=False", self._factory_args(), kwargs_string)) def _factory_args(self): """Return non-default make_scorer arguments for repr.""" return "" class _PredictScorer(_BaseScorer): def __call__(self, estimator, X, y_true, sample_weight=None): """Evaluate predicted target values for X relative to y_true. Parameters ---------- estimator : object Trained estimator to use for scoring. Must have a predict_proba method; the output of that is used to compute the score. X : array-like or sparse matrix Test data that will be fed to estimator.predict. y_true : array-like Gold standard target values for X. sample_weight : array-like, optional (default=None) Sample weights. Returns ------- score : float Score function applied to prediction of estimator on X. """ y_pred = estimator.predict(X) if sample_weight is not None: return self._sign * self._score_func(y_true, y_pred, sample_weight=sample_weight, **self._kwargs) else: return self._sign * self._score_func(y_true, y_pred, **self._kwargs) class _ProbaScorer(_BaseScorer): def __call__(self, clf, X, y, sample_weight=None): """Evaluate predicted probabilities for X relative to y_true. Parameters ---------- clf : object Trained classifier to use for scoring. Must have a predict_proba method; the output of that is used to compute the score. X : array-like or sparse matrix Test data that will be fed to clf.predict_proba. y : array-like Gold standard target values for X. These must be class labels, not probabilities. sample_weight : array-like, optional (default=None) Sample weights. Returns ------- score : float Score function applied to prediction of estimator on X. """ y_pred = clf.predict_proba(X) if sample_weight is not None: return self._sign * self._score_func(y, y_pred, sample_weight=sample_weight, **self._kwargs) else: return self._sign * self._score_func(y, y_pred, **self._kwargs) def _factory_args(self): return ", needs_proba=True" class _ThresholdScorer(_BaseScorer): def __call__(self, clf, X, y, sample_weight=None): """Evaluate decision function output for X relative to y_true. Parameters ---------- clf : object Trained classifier to use for scoring. Must have either a decision_function method or a predict_proba method; the output of that is used to compute the score. X : array-like or sparse matrix Test data that will be fed to clf.decision_function or clf.predict_proba. y : array-like Gold standard target values for X. These must be class labels, not decision function values. sample_weight : array-like, optional (default=None) Sample weights. Returns ------- score : float Score function applied to prediction of estimator on X. """ y_type = type_of_target(y) if y_type not in ("binary", "multilabel-indicator"): raise ValueError("{0} format is not supported".format(y_type)) if is_regressor(clf): y_pred = clf.predict(X) else: try: y_pred = clf.decision_function(X) # For multi-output multi-class estimator if isinstance(y_pred, list): y_pred = np.vstack(p for p in y_pred).T except (NotImplementedError, AttributeError): y_pred = clf.predict_proba(X) if y_type == "binary": y_pred = y_pred[:, 1] elif isinstance(y_pred, list): y_pred = np.vstack([p[:, -1] for p in y_pred]).T if sample_weight is not None: return self._sign * self._score_func(y, y_pred, sample_weight=sample_weight, **self._kwargs) else: return self._sign * self._score_func(y, y_pred, **self._kwargs) def _factory_args(self): return ", needs_threshold=True" def get_scorer(scoring): if isinstance(scoring, six.string_types): try: scorer = SCORERS[scoring] except KeyError: raise ValueError('%r is not a valid scoring value. ' 'Valid options are %s' % (scoring, sorted(SCORERS.keys()))) else: scorer = scoring return scorer def _passthrough_scorer(estimator, *args, **kwargs): """Function that wraps estimator.score""" return estimator.score(*args, **kwargs) def check_scoring(estimator, scoring=None, allow_none=False): """Determine scorer from user options. A TypeError will be thrown if the estimator cannot be scored. Parameters ---------- estimator : estimator object implementing 'fit' The object to use to fit the data. scoring : string, callable or None, optional, default: None A string (see model evaluation documentation) or a scorer callable object / function with signature ``scorer(estimator, X, y)``. allow_none : boolean, optional, default: False If no scoring is specified and the estimator has no score function, we can either return None or raise an exception. Returns ------- scoring : callable A scorer callable object / function with signature ``scorer(estimator, X, y)``. """ has_scoring = scoring is not None if not hasattr(estimator, 'fit'): raise TypeError("estimator should a be an estimator implementing " "'fit' method, %r was passed" % estimator) elif has_scoring: return get_scorer(scoring) elif hasattr(estimator, 'score'): return _passthrough_scorer elif allow_none: return None else: raise TypeError( "If no scoring is specified, the estimator passed should " "have a 'score' method. The estimator %r does not." % estimator) def make_scorer(score_func, greater_is_better=True, needs_proba=False, needs_threshold=False, **kwargs): """Make a scorer from a performance metric or loss function. This factory function wraps scoring functions for use in GridSearchCV and cross_val_score. It takes a score function, such as ``accuracy_score``, ``mean_squared_error``, ``adjusted_rand_index`` or ``average_precision`` and returns a callable that scores an estimator's output. Read more in the :ref:`User Guide <scoring>`. Parameters ---------- score_func : callable, Score function (or loss function) with signature ``score_func(y, y_pred, **kwargs)``. greater_is_better : boolean, default=True Whether score_func is a score function (default), meaning high is good, or a loss function, meaning low is good. In the latter case, the scorer object will sign-flip the outcome of the score_func. needs_proba : boolean, default=False Whether score_func requires predict_proba to get probability estimates out of a classifier. needs_threshold : boolean, default=False Whether score_func takes a continuous decision certainty. This only works for binary classification using estimators that have either a decision_function or predict_proba method. For example ``average_precision`` or the area under the roc curve can not be computed using discrete predictions alone. **kwargs : additional arguments Additional parameters to be passed to score_func. Returns ------- scorer : callable Callable object that returns a scalar score; greater is better. Examples -------- >>> from sklearn.metrics import fbeta_score, make_scorer >>> ftwo_scorer = make_scorer(fbeta_score, beta=2) >>> ftwo_scorer make_scorer(fbeta_score, beta=2) >>> from sklearn.grid_search import GridSearchCV >>> from sklearn.svm import LinearSVC >>> grid = GridSearchCV(LinearSVC(), param_grid={'C': [1, 10]}, ... scoring=ftwo_scorer) """ sign = 1 if greater_is_better else -1 if needs_proba and needs_threshold: raise ValueError("Set either needs_proba or needs_threshold to True," " but not both.") if needs_proba: cls = _ProbaScorer elif needs_threshold: cls = _ThresholdScorer else: cls = _PredictScorer return cls(score_func, sign, kwargs) # Standard regression scores r2_scorer = make_scorer(r2_score) mean_squared_error_scorer = make_scorer(mean_squared_error, greater_is_better=False) mean_absolute_error_scorer = make_scorer(mean_absolute_error, greater_is_better=False) median_absolute_error_scorer = make_scorer(median_absolute_error, greater_is_better=False) # Standard Classification Scores accuracy_scorer = make_scorer(accuracy_score) f1_scorer = make_scorer(f1_score) # Score functions that need decision values roc_auc_scorer = make_scorer(roc_auc_score, greater_is_better=True, needs_threshold=True) average_precision_scorer = make_scorer(average_precision_score, needs_threshold=True) precision_scorer = make_scorer(precision_score) recall_scorer = make_scorer(recall_score) # Score function for probabilistic classification log_loss_scorer = make_scorer(log_loss, greater_is_better=False, needs_proba=True) # Clustering scores adjusted_rand_scorer = make_scorer(adjusted_rand_score) SCORERS = dict(r2=r2_scorer, median_absolute_error=median_absolute_error_scorer, mean_absolute_error=mean_absolute_error_scorer, mean_squared_error=mean_squared_error_scorer, accuracy=accuracy_scorer, roc_auc=roc_auc_scorer, average_precision=average_precision_scorer, log_loss=log_loss_scorer, adjusted_rand_score=adjusted_rand_scorer) for name, metric in [('precision', precision_score), ('recall', recall_score), ('f1', f1_score)]: SCORERS[name] = make_scorer(metric) for average in ['macro', 'micro', 'samples', 'weighted']: qualified_name = '{0}_{1}'.format(name, average) SCORERS[qualified_name] = make_scorer(partial(metric, pos_label=None, average=average))
bsd-3-clause
thriveth/Pychelle
pychelle/show2dspec.py
1
53224
#!/usr/bin/env python # encoding: utf-8 import scipy as sp import numpy as np import pandas as pd import astropy.io.fits as pf from traits.api import Instance, DelegatesTo, List, Str,\ Range, Bool, HasTraits, Button, Enum, Array from traitsui.api import View, Item, Group, HGroup, VGroup,\ EnumEditor, Spring, LiveButtons, CheckListEditor, UItem from traitsui.menu import OKButton, CancelButton, RevertButton,\ UndoButton from enable.component_editor import ComponentEditor from chaco.api import ArrayPlotData, PlotLabel, Plot, HPlotContainer, \ ImageData, bone, DataRange1D, create_line_plot,\ ScatterInspectorOverlay, ColorBar, LinearMapper, \ color_map_name_dict, OverlayPlotContainer, add_default_axes, \ add_default_grids, ColorMapper from chaco.tools.api import ScatterInspector, ZoomTool, \ RangeSelection, RangeSelectionOverlay from spectrum2d import Spectrum2D from transition import Transition from helper_functions import load_lines_series, _extract_1d, \ transition_from_existing from lpbuilder import ProfileEditor from paired import Paired def load_2d(filename, objname=None, redshift=False): """ Convenience function to open open a Spectrum2D instance.""" HDUList = pf.open(filename, ignore_missing_end=True) data = HDUList[0].data head = HDUList[0].header # Load errors, set to 1. everywhere if error spec not present. if(len(HDUList) > 1): errs = HDUList[1].data else: print "No error spectrum present" print "Set all errors to 1." errs = sp.ones_like(data) if len(data.shape) < 2: print "This is a one-dimensional spectrum and cannot be opened \ in the 2D-viewer" datathingie = Spectrum2D(data, errs, head) if objname is not None: datathingie.objname = objname if redshift: if objname is None: raise ValueError('Cannot find redshift without object name.') else: datathingie.find_redshift() return datathingie def view_2d(Spectrum, Center=None): """ Initializes the 2d-view of the given Spectrum2D() object. """ the_view = Show2DSpec(Spectrum=Spectrum) if Center is not None: the_view.Center = Center the_view.configure_traits(view='main') return the_view def fit_transition_to_other(view=None, spectrum=None, transition=None, freeze=['pos', 'sigma'], tie=[], method='leastsq', verbose=False, rows='all'): """Fits a transition to a template transition. + Line widths are kept (almost?) constant. + Centroids are allowed to vary slightly, but may be tied up to fixed inter-component distance. The entire line can move, but the components cannot move relative to each other. + Amplitudes are by default allowed to move freely but might be frozen or tied to each other. Keyword arguments ----------------- view : pychelle.Show2DSpec Current 2D-view object being worked on, and its spectrum. spectrum : pychelle.Spectrum2D Spectrum2D object, if no view is created yet. The function will create a new Show2dSpec object automatically. transition : str ### NB! Currently, this doesn't actually do anything: ### String containing the transition name as it appears in the Spectrum model index. Defaults to the `transition` property of the passed spectrum. freeze : list The subset of the parameters 'ampl', 'pos' or 'sigma' that should be frozen in the fit. tie : list Same as freeze, only the subset that should be allowed to move with the constraints set in the expressions below. Either view or spectrum must be given. Returns: A modified copy of the current model, with the selected transition fitted to the data according to the rules defined above. """ if (view is None) & (spectrum is None): print 'Either spectrum of view must be given. Aborting.' return elif view is None: view = Show2DSpec(spectrum) elif spectrum is None: spectrum = view.Spectrum else: print('Redundant information given. Ignoring spectrum and using view.') spectrum = view.Spectrum v = view # Less typing! # Not actually used for anything. Should it be? if transition is None: transition = spectrum.transition if rows == 'all': rows = [int(s.split('-')[0]) for s in spectrum.model.index.levels[1]] # Cycle through all rows / row intervals in model index; fit to data. for s in v.model.index.levels[1]: nums = s.split('-') if int(nums[0]) not in rows: continue if len(v.model.loc[(spectrum.transition, s)].drop('Contin')) < 1: continue v.LineLo = int(nums[0]) v.LineUp = int(nums[1]) print('\n \n Now fitting rows {} using method {}'.format(s, method)) lp = v.prepare_modeling() # Now do the stuff that the Go button in LPbuilder does (more or less): lp.create_fit_param_frame() if verbose: print('Parameters to fit: \n', lp.tofit) lp.load_parameters_to_fitter() # print(lp.params) exprdict = {} for i, compo in enumerate(lp.tofit.drop('Contin').index): for f in freeze: lp.params[compo+'_{}'.format(f.capitalize())].set(vary=False) if i == 0: amp1 = lp.tofit.loc[compo]['Ampl'] wl1 = lp.tofit.loc[compo]['Pos'] sig1 = lp.tofit.loc[compo]['Sigma'] refname = compo else: coeff = lp.tofit.loc[compo]['Ampl'] / amp1 posdiff = lp.tofit.loc[compo]['Pos'] - wl1 sigcoef = lp.tofit.loc[compo]['Sigma'] / sig1 ampl_expr = '{}_Ampl * {}'.format(refname, coeff) pos_expr = '{}_Pos + {}'.format(refname, posdiff) sig_expr = '{}_Sigma * {}'.format(refname, sigcoef) if 'ampl' in tie: exprdict[compo+'_Ampl'] = ampl_expr if 'pos' in tie: exprdict[compo+'_Pos'] = pos_expr if 'sigma' in tie: exprdict[compo+'_Sigma'] = sig_expr for key in exprdict.keys(): com = lp.params[key] com.set(expr=exprdict[key]) print(lp.params) v.lp = lp print 'Now fitting rows: {}'.format(s) v.lp.fit_with_lmfit(method=method, conf='conf') v.process_results() v._build_model_plot() print('Succesfully fitted rows {} using method {}\n \n'.format(s, method)) # Don't alter any data in-place # transframe = spectrum.model.loc[transition].copy() outframe = lp.output return outframe lines_srs = load_lines_series() class SetFitRange(HasTraits): spectrum = Instance(Spectrum2D) data = DelegatesTo('spectrum') errs = DelegatesTo('spectrum') Center = DelegatesTo('spectrum') wavl = DelegatesTo('spectrum') fitranges = DelegatesTo('spectrum') add = Button('Add') reset = Button('Reset') def _update_plot(self): del(self.container.plot_components[2:]) mv = self.markerval for i in self.fitranges: ys = sp.array([mv, mv]) xs = sp.asarray(i) # print xs, type(xs), xs.dtype plot = create_line_plot((xs, ys), color='orange', width=5) plot.value_mapper = self.plot.value_mapper plot.index_mapper = self.plot.index_mapper self.container.add(plot) self.container.request_redraw() # print i return def _add_fired(self): if type(self.plot.active_tool.selection) == tuple: range_select = self.plot.active_tool ranges = range_select.selection self.fitranges.append(ranges) self._update_plot() self.plot.active_tool.deselect() def _reset_fired(self): del(self.fitranges[:]) del(self.container.plot_components[2:]) # print self.fitranges xs = sp.array([0, 1]) ys = sp.array([0, 0]) plot = create_line_plot((xs, ys)) # Hack to make sure plot is properly updated: self.container.add(plot) self.container.remove(plot) self.container.request_redraw() self.plot.active_tool.deselect() def __init__(self, spectrum): super(SetFitRange, self).__init__(spectrum=spectrum) self.rows = self.data.shape[0] # self.rangexs = sp.array([]) # self.rangeys = sp.array([]) if spectrum.transition != 'None': try: has_range = self.spectrum.model.notnull().get_value( (self.spectrum.transition, self.spectrum.lines_sel, 'Contin'), 'Fitranges' ) if not has_range: raise ValueError else: the_range = self.spectrum.model.get_value( (self.spectrum.transition, self.spectrum.lines_sel, 'Contin'), 'Fitranges' ) self.fitranges = the_range except KeyError: self.fitranges = [] except ValueError: self.fitranges = [] data1d, errs1d = _extract_1d(self.data, self.errs, 1, self.rows-1) data1d, errs1d = _extract_1d( self.data, self.errs, spectrum.LineLo, spectrum.LineUp ) plotindex = sp.where( (self.wavl > self.Center - 50) & (self.wavl < self.Center + 50)) self.markerval = data1d[plotindex].max() * 1.05 container = OverlayPlotContainer( padding=40, bgcolor="white", use_backbuffer=True, border_visible=True, fill_padding=False ) self.plot = create_line_plot( (self.wavl[plotindex], data1d[plotindex]), color='black',) add_default_grids(self.plot) add_default_axes(self.plot) self.plot.value_range.set_bounds(data1d[plotindex].max() * -.1, data1d[plotindex].max() * 1.1) self.plot2 = create_line_plot( (self.wavl[plotindex], errs1d[plotindex]), color='green',) self.plot2.value_mapper = self.plot.value_mapper self.plot2.index_mapper = self.plot.index_mapper container.add(self.plot) container.add(self.plot2) self.plot.active_tool = RangeSelection( self.plot,) self.container = container self.plot.overlays.append(RangeSelectionOverlay(component=self.plot)) if len(self.fitranges) > 0: self._update_plot() view = View( Item('container', editor=ComponentEditor(), show_label=False), HGroup( Item('add', show_label=False), Item('reset', show_label=False),), buttons=LiveButtons, kind='livemodal', resizable=True, height=700, width=900, ) class Show2DSpec(HasTraits): """The class that displays a Spectrum2D instance. A module to view and select regions to fit from the 2D-spectrum. Selected regions are forwarded to the ProfileEditor class where they can be modelled and later (in-program or outside?) can be fitted by a fitting backend, e.g. Sherpa. It takes as input a 2D numpy array and a PyFITS header object (other options later?) """ Spectrum = Instance(Spectrum2D) data = DelegatesTo('Spectrum') errs = DelegatesTo('Spectrum') header = DelegatesTo('Spectrum') wavl = DelegatesTo('Spectrum') wavlmid = DelegatesTo('Spectrum') wavlmin = DelegatesTo('Spectrum') wavlmax = DelegatesTo('Spectrum') LineLo = DelegatesTo('Spectrum') LineUp = DelegatesTo('Spectrum') Lines = DelegatesTo('Spectrum') # Dict of linenums in str and flt form LSF = DelegatesTo('Spectrum') Center = DelegatesTo('Spectrum') line_spectra = DelegatesTo('Spectrum') transit_dict = DelegatesTo('Spectrum') transit_list = DelegatesTo('Spectrum') model = DelegatesTo('Spectrum') transition = DelegatesTo('Spectrum') fitranges = DelegatesTo('Spectrum') add_trans = Button(label='New transition') specplot = Instance(Plot) fit_this = Button(label='Guess / Fit') # Whether to show color range editor ColorRange = Bool(False) Interact = Bool(True) line_sel_lock = Bool(False) show_model_comps = Bool(True) ShowContin = Button(label='Show/Edit continuity plots') ShowColran = Button(label='Show/Edit') ShowFitran = Button(label='Show/Edit') ColorScale = Enum(['Linear', 'Sqrt', 'Log']) colormaps = color_map_name_dict colormaps_name = Enum(sorted(colormaps.keys())) # For continuity plot window: set_label = Button(label='Set identifier label') remove_comp = Button(label='Remove selected') unselect_all = Button(label='Clear selections') apply_to_all_transitions = Bool(False) all_labels = List(editor=CheckListEditor(values=[], cols=1,)) the_label = Str() def _build_model_plot(self): ''' This helper method builds the model plot and rebuilds it when the model is changed. First, construct the x and y values: ''' rowcoords = [] rowthicks = [] # Get row number labels, and get list of the mean of each of them and # the width of the rows. for row in self.model.drop('Dummy', level=0).drop('Contin', level=2).\ index.get_level_values(1): rowcoords.append(sp.float64(row.split('-')).sum() / 2.) rowthicks.append(sp.float64(row.split('-')).ptp()) rowcoords = sp.array(rowcoords) - 0.5 rowthicks = sp.array(rowthicks) # Get the identifier tags, map them t integers for colormapping in # plot (or other mapping as one would like): id_colors = (self.model.drop('Dummy', level=0).drop('Contin', level=2) .Identifier.map(ord).values - 97) % 12 + 1 pos_frame = self.model.drop('Dummy', level=0)\ .drop('Contin', level=2) pos_array = pos_frame.Pos.values + pos_frame['Line center'].values cont_series = self.model.drop('Dummy', level=0).loc[ self.model.drop('Dummy', level=0).Identifier.isnull()] # Check if a transition is selected. If yes, then create continuity # plot data arrays consisting of the selected transition alone; # otherwise, create an empty plot. if self.transition in self.model.index.levels[0]: current_pos_frame = pos_frame.loc[self.transition] current_pos_array = current_pos_frame.Pos.values\ + current_pos_frame['Line center'].values current_cont = cont_series.loc[self.transition] curr_cont = current_cont.Ampl.loc[ current_cont.Identifier.isnull() ] curr_id = (pos_frame.loc[self.transition].Identifier.map(ord) .values - 97) % 12 + 1 current_ys = current_pos_frame.index.droplevel(1).map( lambda x: x.split('-')[0]).astype(float) - .5 amp_array = self.model.loc[self.transition]\ .drop('Contin', level=1).Ampl.values sig_array = self.model.loc[self.transition]\ .drop('Contin', level=1).Sigma.values cont_y = cont_series.loc[self.transition].index.droplevel(1)\ .map(lambda x: x.split('-')[0]).astype(float) - 0.5 cont_array = curr_cont.values else: current_pos_array = np.array([]) sig_array = np.array([]) amp_array = np.array([]) cont_array = np.array([]) cont_y = np.array([]) current_ys = np.array([]) curr_id = np.array([]) curr_cont = np.array([]) # Inject into the class' ArrayPlotData object, so it's available for # all Plot instances that read this. self.plotdata.set_data('model_y', rowcoords) self.plotdata.set_data('model_x', pos_array) self.plotdata.set_data('model_w', rowthicks) self.plotdata.set_data('model_colors', id_colors) self.plotdata.set_data('model_amp', amp_array) self.plotdata.set_data('model_sig', sig_array) self.plotdata.set_data('contin_amp', cont_array) self.plotdata.set_data('contin_y', cont_y) self.plotdata.set_data('curr_pos', current_pos_array) self.plotdata.set_data('curr_y', current_ys) self.plotdata.set_data('curr_id', curr_id) # Update ranges for the continuety plots: # First, check if a transition is selected. Otherwise, create empty # plots with generic [0, 1] ranges. Posrange = np.array([[current_pos_array.min(), pos_array.max()] if len(current_pos_array) > 1 else [0., 1.]][0]) Amprange = np.array([[amp_array.min(), amp_array.max()] if len(amp_array) > 1 else [0., 1.]][0]) Sigrange = np.array([[sig_array.min(), sig_array.max()] if len(sig_array) > 1 else [0., 1.]][0]) # Now, set the ranges. self.Posplot.index_range.set_bounds( Posrange.min() - Posrange.ptp() * .1, Posrange.max() + Posrange.ptp() * .1 ) self.Ampplot.index_range.set_bounds( Amprange.min() - Amprange.ptp() * .1, Amprange.max() + Amprange.ptp() * .1 ) self.Sigplot.index_range.set_bounds( Sigrange.min() - Sigrange.ptp() * .1, Sigrange.max() + Sigrange.ptp() * .1) return def _transition_default(self): return '' def __init__(self, Spectrum, center=None): """ Non-passive object needs contructor to know and manipulate its own Traits. """ # Make sure this constructor function can access parent spec Traits. super(Show2DSpec, self).__init__(Spectrum=Spectrum) # After Use newly accessed self awareness to construct new Traits self.transit_list.extend(self.transit_dict.keys()) self.all_labels = self.model.drop('Dummy', level=0)\ .drop('Contin', level=2)['Identifier'].unique().tolist() # print self.all_labels self.add_trait( 'val_max', Range( -0., float(self.data[30:-30, :].max()), float(self.data[30:-30, 1000:2000].max()))) self.add_trait( 'val_min', Range(0., float(self.data[30:-30, :].max()), 0.)) # Create arrays for plotting and minor helper-arrays, define misc. # values etc. wyes = sp.arange(self.data.shape[0]) # Data for image plot, initial. self.imgdata = ImageData(data=self.data[:, :-1], value_depth=1) # Data for different color scales: self.lindata = self.data[:, :-1] # , value_depth=1 tempdata = self.data.copy() tempdata[tempdata < 0] = 0. self.sqrtdata = np.sqrt(tempdata[:, :-1].copy()) # , value_depth=1 tempdata[tempdata == 0.] = 0.001 self.logdata = np.log10(tempdata[:, :-1].copy()) linexes = sp.array([self.Center, self.Center]) loexes = linexes - 30. hiexes = linexes + 30. linwyes = sp.array([wyes.min(), wyes.max()]) indrange = sp.array( [self.wavlmin, self.wavlmax, self.wavlmax, self.wavlmin]) valrange = sp.array( [self.LineUp, self.LineUp, self.LineLo - 1, self.LineLo - 1]) model_x = sp.array([0.]) model_y = sp.array([0.]) model_w = sp.array([0.]) model_amp = sp.array([0.]) contin_amp = sp.array([0.]) contin_y = sp.array([0.]) curr_y = sp.array([0.]) model_sig = sp.array([0.]) dummy = sp.array([0.]) model_colors = sp.array([0.]) curr_pos = sp.array([0.]) curr_id = sp.array([0.]) # ============================================================== # Define ArrayPlotData object and the plot itself. # Plot data object: self.plotdata = ArrayPlotData( dummy=dummy, imagedata=self.imgdata, exes=linexes, loex=loexes, hiex=hiexes, wyes=linwyes, polexes=indrange, polwyes=valrange - .0, model_x=model_x, model_y=model_y, model_w=model_w, curr_pos=curr_pos, curr_id=curr_id, curr_y=curr_y, model_amp=model_amp, contin_amp=contin_amp, contin_y=contin_y, model_sig=model_sig, model_colors=model_colors ) # Plot object containing all the rest. myplot = Plot(self.plotdata) # Define image plot of the 2D data self.my_plot = myplot.img_plot( "imagedata", name='Image', colormap=bone, # gist_heat, xbounds=self.wavl[:] # -1], )[0] # Normalise the colorbar to the value range of the data. self.my_plot.value_range.set_bounds(self.val_min, self.val_max) # Define the rectangle overlay showing wich lines are selected. self.selected = myplot.plot( ('polexes', 'polwyes'), name='Selected rows', type='polygon', face_color=(0.5, 0.5, 0.9) + (0.3,), edge_width=0.3, edge_color=(1., 1., 1.) + (1.,), edge_alpha=1., )[0] # Once defined, add these to the plot object. myplot.add(self.my_plot) myplot.add(self.selected) # Marker for the center line center_marker = myplot.plot( ('exes', 'wyes'), type='line', color='green', line_width=1.5, alpha=1.) # Lower and upper limits for the 1D plot shown with markers. lower_marker = myplot.plot( ('loex', 'wyes'), type='line', color='yellow', line_width=.3) higher_marker = myplot.plot( ('hiex', 'wyes'), type='line', color='yellow', line_width=.3) # Model plot. # For some reason, all elements of a Plot() instance by default share # the same mappers. This has the slightly bizarre consequence that we # have to assign the model plot the wrong colormapper (which will then # be valid globally, i.e. for the image plot), and then after the fact # assign a different color_mapper to the actual model plot. # Yes, seriously. self.centroids_plot = myplot.plot( ('model_x', 'model_y', 'model_colors'), type='cmap_scatter', vmin=97, vmax=123, color_mapper=bone, # gist_heat, name='centroids', marker_size=2.5, outline_color='transparent', ) # Set fixed color range based on ColorBrewer 'Paired' sequence paired_mapper = ColorMapper.from_palette_array( [Paired[x] for x in sorted(Paired.keys())][:12], # Paired.values()[:12], range=DataRange1D(low=1, high=12), steps=12 ) self.paired_mapper = paired_mapper self.centroids_plot[0].color_mapper = paired_mapper # ( # ===================================================================== # And now: the parameter-space continuity plot. ContCont = HPlotContainer( use_backbuffer=True, resizable='hv', bgcolor='transparent', spacing=-50, padding_top=20, ) Posplot = Plot(self.plotdata) Sigplot = Plot(self.plotdata) Ampplot = Plot(self.plotdata) # posplot = Posplot.plot( # Same as 'centroids'! Different container. # ('model_x', 'model_y', 'model_colors'), # type='cmap_scatter', # color_mapper=paired_mapper, # gist_rainbow, # marker_size=4, # outline_color='gray', # name='Positions', # bgcolor='whitesmoke', # # bgcolor='lavender', # ) posplot = Posplot.plot( # Same as 'centroids'! Different container. ('curr_pos', 'curr_y', 'curr_id'), type='cmap_scatter', color_mapper=paired_mapper, # gist_rainbow, marker_size=4, outline_color='gray', name='Positions', bgcolor='whitesmoke', # bgcolor='lavender', ) ampplot = Ampplot.plot( ('model_amp', 'curr_y', 'curr_id'), type='cmap_scatter', color_mapper=paired_mapper, # gist_rainbow, marker_size=4, name='Amplitudes', bgcolor='cornsilk', index_scale='log', # bgcolor='white', ) contplot = Ampplot.plot( ('contin_amp', 'contin_y'), type='scatter', color='black', name='Continuum', ) sigplot = Sigplot.plot( ('model_sig', 'curr_y', 'curr_id'), type='cmap_scatter', color_mapper=paired_mapper, # gist_rainbow, marker_size=4, name='Sigma', bgcolor='lavender', # bgcolor='thistle', # bgcolor='white', ) Posplot.title = 'Centroid positions' Posplot.value_axis.title = 'Row #' Posplot.index_axis.title = 'Wavelength [Å]' Ampplot.title = 'Amplitudes' Ampplot.index_axis.title = 'Amplitude [flux]' Sigplot.title = 'Line widths' Sigplot.index_axis.title = 'Line width [Å]' ContCont.add(Posplot) ContCont.add(Ampplot) ContCont.add(Sigplot) ContCont.overlays.append( PlotLabel( ' '.join( "Select Points on Centroids plot and assign them a label. \ Zoom by using the mouse wheel or holding Ctrl and \ dragging mouse to mark zoom region. Use ESC to revert \ zoom.".split()), component=ContCont, overlay_position='top')) # Attach some tools to the plot Posplot.overlays.append(ZoomTool(Posplot)) Sigplot.overlays.append(ZoomTool(Sigplot)) Ampplot.overlays.append(ZoomTool(Ampplot)) # Add ScatterInspector tool and overlay to the Posplot part. posplot[0].tools.append(ScatterInspector(posplot[0])) overlay = ScatterInspectorOverlay( posplot[0], hover_color="red", hover_marker_size=5, selection_marker_size=4, selection_color="transparent", selection_outline_color="white", selection_line_width=1.5) posplot[0].overlays.append(overlay) Posplot.value_range.set_bounds(wyes.min(), wyes.max()) Posplot.index_range.set_bounds(model_x.min() * .9, model_x.max() * 1.1) Ampplot.value_range = Posplot.value_range Ampplot.index_range.set_bounds(model_amp.min() * .9, model_amp.max() * 1.1) Sigplot.value_range = Posplot.value_range Sigplot.index_range.set_bounds(model_sig.min() * .9, model_sig.max() * 1.1) self.Posplot = Posplot self.posplot = posplot self.Ampplot = Ampplot self.Sigplot = Sigplot self.ContCont = ContCont # Create the colorbar, handing in the appropriate range and colormap colormap = self.my_plot.color_mapper colorbar = ColorBar( index_mapper=LinearMapper(range=colormap.range), color_mapper=colormap, plot=self.my_plot, orientation='v', resizable='v', width=25, padding=20) colorbar.padding_top = myplot.padding_top colorbar.padding_bottom = myplot.padding_bottom container = HPlotContainer(use_backbuffer=True) container.add(myplot) container.add(colorbar) container.bgcolor = "sys_window" self.container = container self.specplot = myplot # If a center is given in the call, set this. if center is not None: self.Center = center # Set the wavelength range to show. self.specplot.index_range.low_setting, \ self.specplot.index_range.high_setting\ = (self.Center - 55, self.Center + 55) self.wyes = wyes # For debugging if len(self.model) > 1: self._build_model_plot() # END __init__() # ===================================================================== # ========================================================================= # Handlers for change of traits. # ========================================================================= # Update the edges of the overlay rectangle when the chosen line numbers # are changed. def _LineLo_changed(self): self.plotdata.set_data( 'polwyes', sp.array([self.LineUp, self.LineUp, self.LineLo - 1, self.LineLo - 1]) + .0) try: fitrange = self.model\ .loc[self.transition]\ .loc['{}-{}'.format(self.LineLo, self.LineUp)]\ .loc['Contin']['Fitranges'] if np.isnan(fitrange).any(): self.fitranges = [] else: self.fitranges = fitrange except KeyError: self.fitranges = [] def _LineUp_changed(self): self.plotdata.set_data( 'polwyes', sp.array([self.LineUp, self.LineUp, self.LineLo - 1, self.LineLo - 1]) + .0) # When Center is changed, move the image accordingly, but make sure the # center and wing markers are still in the middle of the plot. def _Center_changed(self): if self.transition != 'None' and self.line_sel_lock is False: self.transition = 'None' self.specplot.index_range.low_setting, \ self.specplot.index_range.high_setting\ = (self.Center - 55, self.Center + 55) self.plotdata.set_data('exes', sp.array([self.Center, self.Center])) self.plotdata.set_data( 'loex', sp.array([self.Center, self.Center]) - 30.) self.plotdata.set_data( 'hiex', sp.array([self.Center, self.Center]) + 30.) self.my_plot.request_redraw() def _transition_changed(self): """Change the Center parameter to that of the selected transition.""" if self.transition == 'None': pass else: print 'New transition selected: ', self.transition transwl = self.transition.split('(')[1][:-1] # Make sure the selected line is *not* changed to 'None' when we # jump to the center of the newly selected line: self.line_sel_lock = True self.Center = float(transwl) self.line_sel_lock = False self.transwl = float(transwl) self._build_model_plot() # Mostly to deal with a manually set model in the Spectrum2D Instance: def _transit_list_changed(self): self._build_model_plot() # Update color scale when requested from GUI. def _val_min_changed(self): if self.val_min > self.val_max: self.val_max = self.val_min self.my_plot.value_range.set_bounds(self.val_min, self.val_max) self.my_plot.request_redraw() self.specplot.request_redraw() def _val_max_changed(self): if self.val_min > self.val_max: self.val_min = self.val_max self.my_plot.value_range.set_bounds(self.val_min, self.val_max) self.specplot.request_redraw() def _show_model_comps_changed(self): clr_range = self.my_plot.color_mapper.range if self.show_model_comps is True: self.specplot.showplot('centroids') if self.show_model_comps is False: self.specplot.hideplot('centroids') # Ugly hack to make sure plot updates: self.plotdata.set_data('model_y', self.plotdata['model_y'] + .5) self.plotdata.set_data('model_y', self.plotdata['model_y'] - .5) # </ugly hack> self.my_plot.request_redraw() self.container.request_redraw() self.specplot.request_redraw() # ========================================================================= # Handler for fired button and possibly other events added in future def _add_trans_fired(self): transition = Transition(spectrum=self.Spectrum) if transition.Succes: foo = transition.configure_traits(view='Choose') transname = transition.choices # print transname # print ' '.join(transname.split()[:-1]) # import pdb; pdb.set_trace() # XXX BREAKPOINT transwl = lines_srs.loc[' '.join(transname.split()[:-1])]\ ['Lambda_0'] * (1 + transition.z) # print 'transwl: ', transwl if foo: print "This is Show2DSpec: transition added '" \ + transname + "'" self.transition = transname # *After* setting transit_dict. # We don't want duplicate entries in the transition list: if transname not in self.transit_list: self.transit_list.append(transname) # print 'Transition: ', self.transition # If from_existing is selected, transfer and transform existing # transition to new. if transition.from_existing: oldtrans = transition.select_existing oldwl = self.model['Line center'].dropna().loc[oldtrans][0] LSF_old = np.interp(oldwl, self.wavl, self.LSF) LSF_new = np.interp(transwl, self.wavl, self.LSF) self.model = transition_from_existing( self.model, oldtrans, transname, transwl, LSF=[LSF_old, LSF_new] ) if transition.fit_now: try: fit_transition_to_other(self) except: print 'Quick fit did not succeed.' raise self._build_model_plot() else: print 'Cancelled, no new transition added.' else: print 'Something wrong when adding transition! \n' return # ========================================================================= # Functionality of the "Fit this" button, chopped up in one function per # logical step, to allow more flexible scripting and doing nonstandard # things that are not easily integrated into the GUI. def get_fitdata(self): data1d, errs1d = _extract_1d( self.data, self.errs, self.LineLo, self.LineUp) return data1d, errs1d def define_fitranges(self): if self.transition == 'None': transname = 'Center: ' + str(self.Center) self.transition = transname else: transname = self.transition Lines = [self.LineLo - 1, self.LineUp] linesstring = str(Lines[0] + 1) + '-' + str(Lines[1]) if (transname, linesstring, 'Contin') in self.model.index: fitranges = self.model.get_value( (transname, linesstring, 'Contin'), 'Fitranges') # print 'Fitranges Show2dspec: ', fitranges if type(fitranges) == float: fitranges = [(self.Center - 30., self.Center + 30)] elif len(self.fitranges) > 0: # print 'self.fitranges was longer than 0 but fitranges not in model' fitranges = self.fitranges else: fitranges = [(self.Center - 30., self.Center + 30)] return transname, linesstring, fitranges def prepare_modeling(self): transname, linesstring, fitranges = self.define_fitranges() data1d, errs1d = self.get_fitdata() lp = ProfileEditor( self.wavl, data1d, errs1d, self.Center, fitrange=fitranges ) lp.transname = transname lp.linesstring = linesstring if len(self.fitranges) == 0: self.fitranges = [(self.wavlmin, self.wavlmax)] print 'Components before: ', lp.Components # Inject existing model into the LineProfile object if there is one. if ((transname in self.model.index.levels[0]) and (linesstring in self.model.index.levels[1])): to_insert = self.model.loc[transname].loc[linesstring] # Remove the automatically created components in lp. model. print to_insert.index if 'Comp' not in to_insert.index: pass if 'Comp1' not in to_insert.index: if len(to_insert.index) > 1: lp.Components.pop('Comp1') lp.CompoList = [] # Make sure all columns are there for S in ['Pos_stddev', 'Sigma_stddev', 'Ampl_stddev']: if S not in to_insert.columns: to_insert[S] = np.nan # Insert model into LPbuilder model. for i in to_insert.index: if len(to_insert.index) == 1: continue if i == 'Contin': lp.Components[i][0] = to_insert.xs(i)['Ampl'] else: lp.Components[i] = list( to_insert[ ['Pos', 'Sigma', 'Ampl', 'Identifier', 'Pos_stddev', 'Sigma_stddev', 'Ampl_stddev']] .xs(i).values ) print 'Components after: ', lp.Components print lp.CompoList lp.import_model() return lp def process_results(self): """ Inserts fit results from LPbuilder into model of Spectrum2D. NOTE ---- This method makes in-place changes to the model. """ # Since there may be more components in the old model than the new, # we cannot overwrite component-wise, so we remove entire submodel # for the current transname-linesstring combo and rewrite it. self.model.sortlevel(0) transname, linesstring = self.lp.transname, self.lp.linesstring if ((transname in self.model.index.levels[0].values.sum()) and (linesstring in self.model.index.levels[1].values.sum())): self.model = self.model\ .unstack()\ .drop((transname, linesstring))\ .stack() for thekey in self.lp.Components.keys(): if not thekey == 'Contin': self.model = self.model.set_value( (transname, linesstring, thekey), 'Ampl', self.lp.Components[thekey][2] ) self.model = self.model.set_value( (transname, linesstring, thekey), 'Ampl_stddev', self.lp.Components[thekey][6] ) self.model = self.model.set_value( (transname, linesstring, thekey), 'Pos', self.lp.Components[thekey][0] ) self.model = self.model.set_value( (transname, linesstring, thekey), 'Pos_stddev', self.lp.Components[thekey][4] ) self.model = self.model.set_value( (transname, linesstring, thekey), 'Sigma', self.lp.Components[thekey][1] ) self.model = self.model.set_value( (transname, linesstring, thekey), 'Sigma_stddev', self.lp.Components[thekey][5] ) self.model = self.model.set_value( (transname, linesstring, thekey), 'Identifier', self.lp.Components[thekey][3] ) # Keep track of line center position for each transition: self.model = self.model.set_value( (transname, linesstring, thekey), 'Line center', self.Center ) else: self.model = self.model.set_value( (transname, linesstring, thekey), 'Ampl', self.lp.Components[thekey][0] ) self.model = self.model.set_value( (transname, linesstring, thekey), 'Ampl_stddev', self.lp.Components[thekey][1] ) self.model = self.model.set_value( (transname, linesstring, thekey), 'Fitranges', self.lp.rangelist ) try: self.model = self.model.set_value( (transname, linesstring, thekey), 'RedChi2', self.lp.result.redchi ) except: print ('No fit performed for lines {}, RedChi set to NaN' .format(self.Spectrum.lines_sel) ) self.model = self.model.set_value( (transname, linesstring, thekey), 'RedChi2', np.nan ) self.model = self.model.sort() # return def _fit_this_fired(self): # Extract rows to 1D spectrum, send this to # ProfileEditor class: print ' ' print 'Now modelling selected rows and transition:' # Is this step really necessary? transname, linesstring, fitranges = self.define_fitranges() print 'Transition to be modelled:', transname print 'Rows selected: {0} to {1}'.format(self.LineLo, self.LineUp) self.lp = self.prepare_modeling() # Now, ready to rock. new_model = self.lp.configure_traits(view='view') print 'Line Profile return: ', new_model # .result # When done creating the guessed or fitted model, # insert it into Pandas DataFrame. if new_model: # .result: self.process_results() self._build_model_plot() self.Posplot.request_redraw() return # End of "Fit this" button functionality. # ========================================================================= # ========================================================================= # The different window layouts. So far the main window, the volor range # editor, the continuity plot window and the ID label assigning window. # ========================================================================= # Main window. main = View( Item( 'container', editor=ComponentEditor(), resizable=True, show_label=False, width=1400 ), Group( Group( Item('Center', show_label=False, springy=True), springy=True, show_border=True, label='Center' ), HGroup( Item('LineLo', style='custom', label='lower', springy=True), Item('LineUp', style='custom', label='Upper', springy=True), label='Selected rows', show_border=True, springy=True ), HGroup( Item('show_model_comps', label='Show'), label='Model', show_border=True ), orientation='horizontal' ), HGroup( HGroup( Item('ShowContin', show_label=False), label='Model parameter inspector', show_border=True, ), HGroup( Item('ShowColran', show_label=False), label='Color Range', show_border=True, ), HGroup( Item('ShowFitran', show_label=False), label='Fit wavelength range', show_border=True, ), HGroup( Item('transition', editor=EnumEditor(name='transit_list'), label='Choose' ), Item('add_trans', show_label=False), label='Transition:', show_border=True, ), Spring(), Item('fit_this', show_label=False), springy=True, ), buttons=[OKButton, CancelButton], resizable=True, title='Pychelle - 2D viewer & selector') # The color range editor window ColranView = View( Group( VGroup( Item('val_min', label='Min:', springy=True), Item('val_max', label='Max:', springy=True), label='Cut levels', show_border=True, ), HGroup( Item('ColorScale', label='Color scale'), # style='custom'), Item('colormaps_name', label='Colormap'), label='Scale and colors', show_border=True, ), ), title='Edit plot look & feel', buttons=[UndoButton, RevertButton, CancelButton, OKButton] ) # The UI window showing the continuity plots and calling the Identifier # label assigning window below. ContinView = View( VGroup( Group( Item( 'ContCont', editor=ComponentEditor(), show_label=False, ), '|', UItem( 'all_labels', show_label=False, style='readonly', label='Show/hide components' ) ), HGroup( Item('unselect_all', show_label=False), Spring(), Item('apply_to_all_transitions'), Item('set_label', show_label=False), Item('remove_comp', show_label=False), springy=True, ), ), resizable=True, width=1200., height=600., buttons=[UndoButton, RevertButton, CancelButton, OKButton], kind='live', ) # Interface to set identifier labels. ReassignView = View( HGroup( Item( 'all_labels', style='readonly', label='Existing', show_label=False ), VGroup( Item('the_label', label='Set identifier label', style='custom'), ) ), buttons=[CancelButton, OKButton], close_result=True, kind='livemodal' ) AreYouSureString = 'Pressong OK will permanently delete \n' +\ 'the selected components' AreYouSureView = View( Item('AreYouSureString', style='readonly'), buttons=['OK', 'Cancel'] ) def _ShowColran_fired(self): self.edit_traits(view='ColranView') def _ColorScale_default(self): return 'Linear' def _ColorScale_changed(self): if self.ColorScale == 'Linear': self.plotdata.set_data('imagedata', self.lindata) self.val_max = float(self.lindata[30:-30, 1000:2000].max()) self.specplot.request_redraw() if self.ColorScale == 'Sqrt': self.plotdata.set_data('imagedata', self.sqrtdata) self.val_min = 0. self.val_max = float(self.sqrtdata[30:-30, 1000:2000].max()) self.specplot.request_redraw() if self.ColorScale == 'Log': self.plotdata.set_data('imagedata', self.logdata) self.val_max = float(self.logdata[30:-30, 1000:2000].max()) self.val_min = 0. self.specplot.request_redraw() return def _colormaps_name_default(self): return 'gray' def _colormaps_name_changed(self): print("Selected colormap: {}".format(self.colormaps_name)) clr_range = self.my_plot.color_mapper.range self.my_plot.color_mapper = \ color_map_name_dict[self.colormaps_name](clr_range) def _ShowContin_fired(self): self.model = self.model.sort_index() self._build_model_plot() self.edit_traits(view='ContinView') def _ShowFitran_fired(self): A = SetFitRange(self.Spectrum) A.edit_traits() theidx = (self.Spectrum.transition, self.Spectrum.lines_sel, 'Contin') # print self.fitranges if A: # and (theidx[0] in self.model.index.levels[0]): if not theidx in self.model.index: self.model.set_value(theidx, 'Ampl', 0.0) # if len(self.model.loc[self.Spectrum.transition].loc[self.Spectrum.lines_sel]) == 1: # self.model.loc[ # (self.Spectrum.transition, self.Spectrum.lines_sel, 'Comp1'), # ['Pos', 'Sigma', 'Ampl', 'Identifier'] # ] = [0, 0, 0, 'a'] self.model.set_value(theidx, 'Fitranges', self.fitranges) def _unselect_all_fired(self): """Clears all selections.""" self.posplot[0].index.metadata['selections'] = [] self.posplot[0].value.metadata['selections'] = [] def _set_label_fired(self): self.model = self.model.sort_index() self._build_model_plot() y_mask = self.posplot[0].value.metadata.get('selections', []) x_mask = self.posplot[0].index.metadata.get('selections', []) self.all_labels = self.model.drop('Dummy', level=0)\ .drop('Contin', level=2)['Identifier'].unique().tolist() do_it = self.edit_traits(view='ReassignView') print('Label to set: {0}'.format(self.the_label)) # print do_it if self.apply_to_all_transitions is True: transits = self.Spectrum.model.index.levels[0].tolist() else: transits = [self.transition] model = self.model.copy()#\ # .set_index('Identifier', append=True, drop=False)\ # .reset_index('Component', drop=False) the_index = model.loc[self.transition]\ .drop('Contin', level=1).index[x_mask] for t in transits: for ind in the_index: model = model.set_value( (t, ind[0], ind[1]), 'Identifier', self.the_label ) # TODO: I think this is the source for my problems. Why change index # here?? self.model = model#.set_index('Component', append=True, drop=True)\ # .reset_index('Identifier', drop=True) self._build_model_plot() self.ContCont.request_redraw() self.Posplot.request_redraw() self.apply_to_all_transitions = False def _remove_comp_fired(self): if self.apply_to_all_transitions is True: transits = self.Spectrum.model.index.levels[0].tolist() else: transits = [self.transition] y_mask = self.posplot[0].value.metadata.get('selections', []) x_mask = self.posplot[0].index.metadata.get('selections', []) model = self.model.copy()\ .set_index('Identifier', append=True, drop=True)\ .reset_index('Component', drop=False) the_index = model.loc[self.transition]\ .drop('Contin', level=1).index[x_mask] for t in transits: for ind in the_index: model.drop((t, ind[0], ind[1]), inplace=True) self.model = model.set_index('Component', append=True)\ .reset_index('Identifier') self._unselect_all_fired() self._build_model_plot() self.ContCont.request_redraw() self.Posplot.request_redraw() self.apply_to_all_transitions = False
gpl-3.0
oemof/examples
oemof_examples/oemof.solph/v0.3.x/generic_chp/bpt.py
2
3093
# -*- coding: utf-8 -*- """ General description ------------------- Example that illustrates how to use custom component `GenericCHP` can be used. In this case it is used to model a back pressure turbine. Installation requirements ------------------------- This example requires the version v0.3.x of oemof. Install by: pip install 'oemof>=0.3,<0.4' """ __copyright__ = "oemof developer group" __license__ = "GPLv3" import os import pandas as pd import oemof.solph as solph from oemof.network import Node from oemof.outputlib import processing, views try: import matplotlib.pyplot as plt except ImportError: plt = None # read sequence data full_filename = os.path.join(os.path.dirname(__file__), 'generic_chp.csv') data = pd.read_csv(full_filename, sep=",") # select periods periods = len(data)-1 # create an energy system idx = pd.date_range('1/1/2017', periods=periods, freq='H') es = solph.EnergySystem(timeindex=idx) Node.registry = es # resources bgas = solph.Bus(label='bgas') rgas = solph.Source(label='rgas', outputs={bgas: solph.Flow()}) # heat bth = solph.Bus(label='bth') # dummy source at high costs that serves the residual load source_th = solph.Source(label='source_th', outputs={bth: solph.Flow(variable_costs=1000)}) demand_th = solph.Sink(label='demand_th', inputs={bth: solph.Flow(fixed=True, actual_value=data['demand_th'], nominal_value=200)}) # power bel = solph.Bus(label='bel') demand_el = solph.Sink(label='demand_el', inputs={bel: solph.Flow( variable_costs=data['price_el'])}) # back pressure turbine with same parameters as btp # (for back pressure characteristics Q_CW_min=0 and back_pressure=True) bpt = solph.components.GenericCHP( label='back_pressure_turbine', fuel_input={bgas: solph.Flow( H_L_FG_share_max=[0.19 for p in range(0, periods)])}, electrical_output={bel: solph.Flow( P_max_woDH=[200 for p in range(0, periods)], P_min_woDH=[80 for p in range(0, periods)], Eta_el_max_woDH=[0.53 for p in range(0, periods)], Eta_el_min_woDH=[0.43 for p in range(0, periods)])}, heat_output={bth: solph.Flow( Q_CW_min=[0 for p in range(0, periods)])}, Beta=[0. for p in range(0, periods)], back_pressure=True) # create an optimization problem and solve it om = solph.Model(es) # debugging # om.write('generic_chp.lp', io_options={'symbolic_solver_labels': True}) # solve model om.solve(solver='cbc', solve_kwargs={'tee': True}) # create result object results = processing.results(om) # plot data if plt is not None: # plot PQ diagram from component results data = results[(bpt, None)]['sequences'] ax = data.plot(kind='scatter', x='Q', y='P', grid=True) ax.set_xlabel('Q (MW)') ax.set_ylabel('P (MW)') plt.show() # plot thermal bus data = views.node(results, 'bth')['sequences'] ax = data.plot(kind='line', drawstyle='steps-post', grid=True) ax.set_xlabel('Time (h)') ax.set_ylabel('Q (MW)') plt.show()
gpl-3.0
beni55/dipy
doc/examples/brain_extraction_dwi.py
13
3020
""" =================================== Brain segmentation with median_otsu =================================== We show how to extract brain information and mask from a b0 image using dipy's segment.mask module. First import the necessary modules: """ import numpy as np import nibabel as nib """ Download and read the data for this tutorial. The scil_b0 dataset contains different data from different companies and models. For this example, the data comes from a 1.5 tesla Siemens MRI. """ from dipy.data.fetcher import fetch_scil_b0, read_siemens_scil_b0 fetch_scil_b0() img = read_siemens_scil_b0() data = np.squeeze(img.get_data()) """ ``img`` contains a nibabel Nifti1Image object. Data is the actual brain data as a numpy ndarray. Segment the brain using dipy's mask module. ``median_otsu`` returns the segmented brain data and a binary mask of the brain. It is possible to fine tune the parameters of ``median_otsu`` (``median_radius`` and ``num_pass``) if extraction yields incorrect results but the default parameters work well on most volumes. For this example, we used 2 as ``median_radius`` and 1 as ``num_pass`` """ from dipy.segment.mask import median_otsu b0_mask, mask = median_otsu(data, 2, 1) """ Saving the segmentation results is very easy using nibabel. We need the b0_mask, and the binary mask volumes. The affine matrix which transform the image's coordinates to the world coordinates is also needed. Here, we choose to save both images in float32. """ mask_img = nib.Nifti1Image(mask.astype(np.float32), img.get_affine()) b0_img = nib.Nifti1Image(b0_mask.astype(np.float32), img.get_affine()) fname = 'se_1.5t' nib.save(mask_img, fname + '_binary_mask.nii.gz') nib.save(b0_img, fname + '_mask.nii.gz') """ Quick view of the results middle slice using matplotlib. """ import matplotlib.pyplot as plt from dipy.core.histeq import histeq sli = data.shape[2] / 2 plt.figure('Brain segmentation') plt.subplot(1, 2, 1).set_axis_off() plt.imshow(histeq(data[:, :, sli].astype('float')).T, cmap='gray', origin='lower') plt.subplot(1, 2, 2).set_axis_off() plt.imshow(histeq(b0_mask[:, :, sli].astype('float')).T, cmap='gray', origin='lower') plt.savefig('median_otsu.png') """ .. figure:: median_otsu.png :align: center **An application of median_otsu for brain segmentation**. ``median_otsu`` can also automatically crop the outputs to remove the largest possible number of background voxels. This makes outputted data significantly smaller. auto cropping in ``median_otsu`` is activated by setting the ``autocrop`` parameter to True. """ b0_mask_crop, mask_crop = median_otsu(data, 4, 4, autocrop=True) """ Saving cropped data using nibabel as demonstrated previously. """ mask_img_crop = nib.Nifti1Image(mask_crop.astype(np.float32), img.get_affine()) b0_img_crop = nib.Nifti1Image( b0_mask_crop.astype(np.float32), img.get_affine()) nib.save(mask_img_crop, fname + '_binary_mask_crop.nii.gz') nib.save(b0_img_crop, fname + '_mask_crop.nii.gz')
bsd-3-clause
466152112/scikit-learn
sklearn/preprocessing/label.py
35
28877
# Authors: Alexandre Gramfort <[email protected]> # Mathieu Blondel <[email protected]> # Olivier Grisel <[email protected]> # Andreas Mueller <[email protected]> # Joel Nothman <[email protected]> # Hamzeh Alsalhi <[email protected]> # License: BSD 3 clause from collections import defaultdict import itertools import array import warnings import numpy as np import scipy.sparse as sp from ..base import BaseEstimator, TransformerMixin from ..utils.fixes import np_version from ..utils.fixes import sparse_min_max from ..utils.fixes import astype from ..utils.fixes import in1d from ..utils import deprecated, column_or_1d from ..utils.validation import check_array from ..utils.validation import _num_samples from ..utils.multiclass import unique_labels from ..utils.multiclass import type_of_target from ..externals import six zip = six.moves.zip map = six.moves.map __all__ = [ 'label_binarize', 'LabelBinarizer', 'LabelEncoder', 'MultiLabelBinarizer', ] def _check_numpy_unicode_bug(labels): """Check that user is not subject to an old numpy bug Fixed in master before 1.7.0: https://github.com/numpy/numpy/pull/243 """ if np_version[:3] < (1, 7, 0) and labels.dtype.kind == 'U': raise RuntimeError("NumPy < 1.7.0 does not implement searchsorted" " on unicode data correctly. Please upgrade" " NumPy to use LabelEncoder with unicode inputs.") class LabelEncoder(BaseEstimator, TransformerMixin): """Encode labels with value between 0 and n_classes-1. Read more in the :ref:`User Guide <preprocessing_targets>`. Attributes ---------- classes_ : array of shape (n_class,) Holds the label for each class. Examples -------- `LabelEncoder` can be used to normalize labels. >>> from sklearn import preprocessing >>> le = preprocessing.LabelEncoder() >>> le.fit([1, 2, 2, 6]) LabelEncoder() >>> le.classes_ array([1, 2, 6]) >>> le.transform([1, 1, 2, 6]) #doctest: +ELLIPSIS array([0, 0, 1, 2]...) >>> le.inverse_transform([0, 0, 1, 2]) array([1, 1, 2, 6]) It can also be used to transform non-numerical labels (as long as they are hashable and comparable) to numerical labels. >>> le = preprocessing.LabelEncoder() >>> le.fit(["paris", "paris", "tokyo", "amsterdam"]) LabelEncoder() >>> list(le.classes_) ['amsterdam', 'paris', 'tokyo'] >>> le.transform(["tokyo", "tokyo", "paris"]) #doctest: +ELLIPSIS array([2, 2, 1]...) >>> list(le.inverse_transform([2, 2, 1])) ['tokyo', 'tokyo', 'paris'] """ def _check_fitted(self): if not hasattr(self, "classes_"): raise ValueError("LabelEncoder was not fitted yet.") def fit(self, y): """Fit label encoder Parameters ---------- y : array-like of shape (n_samples,) Target values. Returns ------- self : returns an instance of self. """ y = column_or_1d(y, warn=True) _check_numpy_unicode_bug(y) self.classes_ = np.unique(y) return self def fit_transform(self, y): """Fit label encoder and return encoded labels Parameters ---------- y : array-like of shape [n_samples] Target values. Returns ------- y : array-like of shape [n_samples] """ y = column_or_1d(y, warn=True) _check_numpy_unicode_bug(y) self.classes_, y = np.unique(y, return_inverse=True) return y def transform(self, y): """Transform labels to normalized encoding. Parameters ---------- y : array-like of shape [n_samples] Target values. Returns ------- y : array-like of shape [n_samples] """ self._check_fitted() classes = np.unique(y) _check_numpy_unicode_bug(classes) if len(np.intersect1d(classes, self.classes_)) < len(classes): diff = np.setdiff1d(classes, self.classes_) raise ValueError("y contains new labels: %s" % str(diff)) return np.searchsorted(self.classes_, y) def inverse_transform(self, y): """Transform labels back to original encoding. Parameters ---------- y : numpy array of shape [n_samples] Target values. Returns ------- y : numpy array of shape [n_samples] """ self._check_fitted() diff = np.setdiff1d(y, np.arange(len(self.classes_))) if diff: raise ValueError("y contains new labels: %s" % str(diff)) y = np.asarray(y) return self.classes_[y] class LabelBinarizer(BaseEstimator, TransformerMixin): """Binarize labels in a one-vs-all fashion Several regression and binary classification algorithms are available in the scikit. A simple way to extend these algorithms to the multi-class classification case is to use the so-called one-vs-all scheme. At learning time, this simply consists in learning one regressor or binary classifier per class. In doing so, one needs to convert multi-class labels to binary labels (belong or does not belong to the class). LabelBinarizer makes this process easy with the transform method. At prediction time, one assigns the class for which the corresponding model gave the greatest confidence. LabelBinarizer makes this easy with the inverse_transform method. Read more in the :ref:`User Guide <preprocessing_targets>`. Parameters ---------- neg_label : int (default: 0) Value with which negative labels must be encoded. pos_label : int (default: 1) Value with which positive labels must be encoded. sparse_output : boolean (default: False) True if the returned array from transform is desired to be in sparse CSR format. Attributes ---------- classes_ : array of shape [n_class] Holds the label for each class. y_type_ : str, Represents the type of the target data as evaluated by utils.multiclass.type_of_target. Possible type are 'continuous', 'continuous-multioutput', 'binary', 'multiclass', 'mutliclass-multioutput', 'multilabel-sequences', 'multilabel-indicator', and 'unknown'. multilabel_ : boolean True if the transformer was fitted on a multilabel rather than a multiclass set of labels. The ``multilabel_`` attribute is deprecated and will be removed in 0.18 sparse_input_ : boolean, True if the input data to transform is given as a sparse matrix, False otherwise. indicator_matrix_ : str 'sparse' when the input data to tansform is a multilable-indicator and is sparse, None otherwise. The ``indicator_matrix_`` attribute is deprecated as of version 0.16 and will be removed in 0.18 Examples -------- >>> from sklearn import preprocessing >>> lb = preprocessing.LabelBinarizer() >>> lb.fit([1, 2, 6, 4, 2]) LabelBinarizer(neg_label=0, pos_label=1, sparse_output=False) >>> lb.classes_ array([1, 2, 4, 6]) >>> lb.transform([1, 6]) array([[1, 0, 0, 0], [0, 0, 0, 1]]) Binary targets transform to a column vector >>> lb = preprocessing.LabelBinarizer() >>> lb.fit_transform(['yes', 'no', 'no', 'yes']) array([[1], [0], [0], [1]]) Passing a 2D matrix for multilabel classification >>> import numpy as np >>> lb.fit(np.array([[0, 1, 1], [1, 0, 0]])) LabelBinarizer(neg_label=0, pos_label=1, sparse_output=False) >>> lb.classes_ array([0, 1, 2]) >>> lb.transform([0, 1, 2, 1]) array([[1, 0, 0], [0, 1, 0], [0, 0, 1], [0, 1, 0]]) See also -------- label_binarize : function to perform the transform operation of LabelBinarizer with fixed classes. """ def __init__(self, neg_label=0, pos_label=1, sparse_output=False): if neg_label >= pos_label: raise ValueError("neg_label={0} must be strictly less than " "pos_label={1}.".format(neg_label, pos_label)) if sparse_output and (pos_label == 0 or neg_label != 0): raise ValueError("Sparse binarization is only supported with non " "zero pos_label and zero neg_label, got " "pos_label={0} and neg_label={1}" "".format(pos_label, neg_label)) self.neg_label = neg_label self.pos_label = pos_label self.sparse_output = sparse_output @property @deprecated("Attribute ``indicator_matrix_`` is deprecated and will be " "removed in 0.17. Use ``y_type_ == 'multilabel-indicator'`` " "instead") def indicator_matrix_(self): return self.y_type_ == 'multilabel-indicator' @property @deprecated("Attribute ``multilabel_`` is deprecated and will be removed " "in 0.17. Use ``y_type_.startswith('multilabel')`` " "instead") def multilabel_(self): return self.y_type_.startswith('multilabel') def _check_fitted(self): if not hasattr(self, "classes_"): raise ValueError("LabelBinarizer was not fitted yet.") def fit(self, y): """Fit label binarizer Parameters ---------- y : numpy array of shape (n_samples,) or (n_samples, n_classes) Target values. The 2-d matrix should only contain 0 and 1, represents multilabel classification. Returns ------- self : returns an instance of self. """ self.y_type_ = type_of_target(y) if 'multioutput' in self.y_type_: raise ValueError("Multioutput target data is not supported with " "label binarization") if _num_samples(y) == 0: raise ValueError('y has 0 samples: %r' % y) self.sparse_input_ = sp.issparse(y) self.classes_ = unique_labels(y) return self def transform(self, y): """Transform multi-class labels to binary labels The output of transform is sometimes referred to by some authors as the 1-of-K coding scheme. Parameters ---------- y : numpy array or sparse matrix of shape (n_samples,) or (n_samples, n_classes) Target values. The 2-d matrix should only contain 0 and 1, represents multilabel classification. Sparse matrix can be CSR, CSC, COO, DOK, or LIL. Returns ------- Y : numpy array or CSR matrix of shape [n_samples, n_classes] Shape will be [n_samples, 1] for binary problems. """ self._check_fitted() y_is_multilabel = type_of_target(y).startswith('multilabel') if y_is_multilabel and not self.y_type_.startswith('multilabel'): raise ValueError("The object was not fitted with multilabel" " input.") return label_binarize(y, self.classes_, pos_label=self.pos_label, neg_label=self.neg_label, sparse_output=self.sparse_output) def inverse_transform(self, Y, threshold=None): """Transform binary labels back to multi-class labels Parameters ---------- Y : numpy array or sparse matrix with shape [n_samples, n_classes] Target values. All sparse matrices are converted to CSR before inverse transformation. threshold : float or None Threshold used in the binary and multi-label cases. Use 0 when: - Y contains the output of decision_function (classifier) Use 0.5 when: - Y contains the output of predict_proba If None, the threshold is assumed to be half way between neg_label and pos_label. Returns ------- y : numpy array or CSR matrix of shape [n_samples] Target values. Notes ----- In the case when the binary labels are fractional (probabilistic), inverse_transform chooses the class with the greatest value. Typically, this allows to use the output of a linear model's decision_function method directly as the input of inverse_transform. """ self._check_fitted() if threshold is None: threshold = (self.pos_label + self.neg_label) / 2. if self.y_type_ == "multiclass": y_inv = _inverse_binarize_multiclass(Y, self.classes_) else: y_inv = _inverse_binarize_thresholding(Y, self.y_type_, self.classes_, threshold) if self.sparse_input_: y_inv = sp.csr_matrix(y_inv) elif sp.issparse(y_inv): y_inv = y_inv.toarray() return y_inv def label_binarize(y, classes, neg_label=0, pos_label=1, sparse_output=False, multilabel=None): """Binarize labels in a one-vs-all fashion Several regression and binary classification algorithms are available in the scikit. A simple way to extend these algorithms to the multi-class classification case is to use the so-called one-vs-all scheme. This function makes it possible to compute this transformation for a fixed set of class labels known ahead of time. Parameters ---------- y : array-like Sequence of integer labels or multilabel data to encode. classes : array-like of shape [n_classes] Uniquely holds the label for each class. neg_label : int (default: 0) Value with which negative labels must be encoded. pos_label : int (default: 1) Value with which positive labels must be encoded. sparse_output : boolean (default: False), Set to true if output binary array is desired in CSR sparse format Returns ------- Y : numpy array or CSR matrix of shape [n_samples, n_classes] Shape will be [n_samples, 1] for binary problems. Examples -------- >>> from sklearn.preprocessing import label_binarize >>> label_binarize([1, 6], classes=[1, 2, 4, 6]) array([[1, 0, 0, 0], [0, 0, 0, 1]]) The class ordering is preserved: >>> label_binarize([1, 6], classes=[1, 6, 4, 2]) array([[1, 0, 0, 0], [0, 1, 0, 0]]) Binary targets transform to a column vector >>> label_binarize(['yes', 'no', 'no', 'yes'], classes=['no', 'yes']) array([[1], [0], [0], [1]]) See also -------- LabelBinarizer : class used to wrap the functionality of label_binarize and allow for fitting to classes independently of the transform operation """ if not isinstance(y, list): # XXX Workaround that will be removed when list of list format is # dropped y = check_array(y, accept_sparse='csr', ensure_2d=False, dtype=None) else: if _num_samples(y) == 0: raise ValueError('y has 0 samples: %r' % y) if neg_label >= pos_label: raise ValueError("neg_label={0} must be strictly less than " "pos_label={1}.".format(neg_label, pos_label)) if (sparse_output and (pos_label == 0 or neg_label != 0)): raise ValueError("Sparse binarization is only supported with non " "zero pos_label and zero neg_label, got " "pos_label={0} and neg_label={1}" "".format(pos_label, neg_label)) if multilabel is not None: warnings.warn("The multilabel parameter is deprecated as of version " "0.15 and will be removed in 0.17. The parameter is no " "longer necessary because the value is automatically " "inferred.", DeprecationWarning) # To account for pos_label == 0 in the dense case pos_switch = pos_label == 0 if pos_switch: pos_label = -neg_label y_type = type_of_target(y) if 'multioutput' in y_type: raise ValueError("Multioutput target data is not supported with label " "binarization") n_samples = y.shape[0] if sp.issparse(y) else len(y) n_classes = len(classes) classes = np.asarray(classes) if y_type == "binary": if len(classes) == 1: Y = np.zeros((len(y), 1), dtype=np.int) Y += neg_label return Y elif len(classes) >= 3: y_type = "multiclass" sorted_class = np.sort(classes) if (y_type == "multilabel-indicator" and classes.size != y.shape[1]): raise ValueError("classes {0} missmatch with the labels {1}" "found in the data".format(classes, unique_labels(y))) if y_type in ("binary", "multiclass"): y = column_or_1d(y) # pick out the known labels from y y_in_classes = in1d(y, classes) y_seen = y[y_in_classes] indices = np.searchsorted(sorted_class, y_seen) indptr = np.hstack((0, np.cumsum(y_in_classes))) data = np.empty_like(indices) data.fill(pos_label) Y = sp.csr_matrix((data, indices, indptr), shape=(n_samples, n_classes)) elif y_type == "multilabel-indicator": Y = sp.csr_matrix(y) if pos_label != 1: data = np.empty_like(Y.data) data.fill(pos_label) Y.data = data elif y_type == "multilabel-sequences": Y = MultiLabelBinarizer(classes=classes, sparse_output=sparse_output).fit_transform(y) if sp.issparse(Y): Y.data[:] = pos_label else: Y[Y == 1] = pos_label return Y if not sparse_output: Y = Y.toarray() Y = astype(Y, int, copy=False) if neg_label != 0: Y[Y == 0] = neg_label if pos_switch: Y[Y == pos_label] = 0 else: Y.data = astype(Y.data, int, copy=False) # preserve label ordering if np.any(classes != sorted_class): indices = np.searchsorted(sorted_class, classes) Y = Y[:, indices] if y_type == "binary": if sparse_output: Y = Y.getcol(-1) else: Y = Y[:, -1].reshape((-1, 1)) return Y def _inverse_binarize_multiclass(y, classes): """Inverse label binarization transformation for multiclass. Multiclass uses the maximal score instead of a threshold. """ classes = np.asarray(classes) if sp.issparse(y): # Find the argmax for each row in y where y is a CSR matrix y = y.tocsr() n_samples, n_outputs = y.shape outputs = np.arange(n_outputs) row_max = sparse_min_max(y, 1)[1] row_nnz = np.diff(y.indptr) y_data_repeated_max = np.repeat(row_max, row_nnz) # picks out all indices obtaining the maximum per row y_i_all_argmax = np.flatnonzero(y_data_repeated_max == y.data) # For corner case where last row has a max of 0 if row_max[-1] == 0: y_i_all_argmax = np.append(y_i_all_argmax, [len(y.data)]) # Gets the index of the first argmax in each row from y_i_all_argmax index_first_argmax = np.searchsorted(y_i_all_argmax, y.indptr[:-1]) # first argmax of each row y_ind_ext = np.append(y.indices, [0]) y_i_argmax = y_ind_ext[y_i_all_argmax[index_first_argmax]] # Handle rows of all 0 y_i_argmax[np.where(row_nnz == 0)[0]] = 0 # Handles rows with max of 0 that contain negative numbers samples = np.arange(n_samples)[(row_nnz > 0) & (row_max.ravel() == 0)] for i in samples: ind = y.indices[y.indptr[i]:y.indptr[i + 1]] y_i_argmax[i] = classes[np.setdiff1d(outputs, ind)][0] return classes[y_i_argmax] else: return classes.take(y.argmax(axis=1), mode="clip") def _inverse_binarize_thresholding(y, output_type, classes, threshold): """Inverse label binarization transformation using thresholding.""" if output_type == "binary" and y.ndim == 2 and y.shape[1] > 2: raise ValueError("output_type='binary', but y.shape = {0}". format(y.shape)) if output_type != "binary" and y.shape[1] != len(classes): raise ValueError("The number of class is not equal to the number of " "dimension of y.") classes = np.asarray(classes) # Perform thresholding if sp.issparse(y): if threshold > 0: if y.format not in ('csr', 'csc'): y = y.tocsr() y.data = np.array(y.data > threshold, dtype=np.int) y.eliminate_zeros() else: y = np.array(y.toarray() > threshold, dtype=np.int) else: y = np.array(y > threshold, dtype=np.int) # Inverse transform data if output_type == "binary": if sp.issparse(y): y = y.toarray() if y.ndim == 2 and y.shape[1] == 2: return classes[y[:, 1]] else: if len(classes) == 1: y = np.empty(len(y), dtype=classes.dtype) y.fill(classes[0]) return y else: return classes[y.ravel()] elif output_type == "multilabel-indicator": return y elif output_type == "multilabel-sequences": warnings.warn('Direct support for sequence of sequences multilabel ' 'representation will be unavailable from version 0.17. ' 'Use sklearn.preprocessing.MultiLabelBinarizer to ' 'convert to a label indicator representation.', DeprecationWarning) mlb = MultiLabelBinarizer(classes=classes).fit([]) return mlb.inverse_transform(y) else: raise ValueError("{0} format is not supported".format(output_type)) class MultiLabelBinarizer(BaseEstimator, TransformerMixin): """Transform between iterable of iterables and a multilabel format Although a list of sets or tuples is a very intuitive format for multilabel data, it is unwieldy to process. This transformer converts between this intuitive format and the supported multilabel format: a (samples x classes) binary matrix indicating the presence of a class label. Parameters ---------- classes : array-like of shape [n_classes] (optional) Indicates an ordering for the class labels sparse_output : boolean (default: False), Set to true if output binary array is desired in CSR sparse format Attributes ---------- classes_ : array of labels A copy of the `classes` parameter where provided, or otherwise, the sorted set of classes found when fitting. Examples -------- >>> mlb = MultiLabelBinarizer() >>> mlb.fit_transform([(1, 2), (3,)]) array([[1, 1, 0], [0, 0, 1]]) >>> mlb.classes_ array([1, 2, 3]) >>> mlb.fit_transform([set(['sci-fi', 'thriller']), set(['comedy'])]) array([[0, 1, 1], [1, 0, 0]]) >>> list(mlb.classes_) ['comedy', 'sci-fi', 'thriller'] """ def __init__(self, classes=None, sparse_output=False): self.classes = classes self.sparse_output = sparse_output def fit(self, y): """Fit the label sets binarizer, storing `classes_` Parameters ---------- y : iterable of iterables A set of labels (any orderable and hashable object) for each sample. If the `classes` parameter is set, `y` will not be iterated. Returns ------- self : returns this MultiLabelBinarizer instance """ if self.classes is None: classes = sorted(set(itertools.chain.from_iterable(y))) else: classes = self.classes dtype = np.int if all(isinstance(c, int) for c in classes) else object self.classes_ = np.empty(len(classes), dtype=dtype) self.classes_[:] = classes return self def fit_transform(self, y): """Fit the label sets binarizer and transform the given label sets Parameters ---------- y : iterable of iterables A set of labels (any orderable and hashable object) for each sample. If the `classes` parameter is set, `y` will not be iterated. Returns ------- y_indicator : array or CSR matrix, shape (n_samples, n_classes) A matrix such that `y_indicator[i, j] = 1` iff `classes_[j]` is in `y[i]`, and 0 otherwise. """ if self.classes is not None: return self.fit(y).transform(y) # Automatically increment on new class class_mapping = defaultdict(int) class_mapping.default_factory = class_mapping.__len__ yt = self._transform(y, class_mapping) # sort classes and reorder columns tmp = sorted(class_mapping, key=class_mapping.get) # (make safe for tuples) dtype = np.int if all(isinstance(c, int) for c in tmp) else object class_mapping = np.empty(len(tmp), dtype=dtype) class_mapping[:] = tmp self.classes_, inverse = np.unique(class_mapping, return_inverse=True) yt.indices = np.take(inverse, yt.indices) if not self.sparse_output: yt = yt.toarray() return yt def transform(self, y): """Transform the given label sets Parameters ---------- y : iterable of iterables A set of labels (any orderable and hashable object) for each sample. If the `classes` parameter is set, `y` will not be iterated. Returns ------- y_indicator : array or CSR matrix, shape (n_samples, n_classes) A matrix such that `y_indicator[i, j] = 1` iff `classes_[j]` is in `y[i]`, and 0 otherwise. """ class_to_index = dict(zip(self.classes_, range(len(self.classes_)))) yt = self._transform(y, class_to_index) if not self.sparse_output: yt = yt.toarray() return yt def _transform(self, y, class_mapping): """Transforms the label sets with a given mapping Parameters ---------- y : iterable of iterables class_mapping : Mapping Maps from label to column index in label indicator matrix Returns ------- y_indicator : sparse CSR matrix, shape (n_samples, n_classes) Label indicator matrix """ indices = array.array('i') indptr = array.array('i', [0]) for labels in y: indices.extend(set(class_mapping[label] for label in labels)) indptr.append(len(indices)) data = np.ones(len(indices), dtype=int) return sp.csr_matrix((data, indices, indptr), shape=(len(indptr) - 1, len(class_mapping))) def inverse_transform(self, yt): """Transform the given indicator matrix into label sets Parameters ---------- yt : array or sparse matrix of shape (n_samples, n_classes) A matrix containing only 1s ands 0s. Returns ------- y : list of tuples The set of labels for each sample such that `y[i]` consists of `classes_[j]` for each `yt[i, j] == 1`. """ if yt.shape[1] != len(self.classes_): raise ValueError('Expected indicator for {0} classes, but got {1}' .format(len(self.classes_), yt.shape[1])) if sp.issparse(yt): yt = yt.tocsr() if len(yt.data) != 0 and len(np.setdiff1d(yt.data, [0, 1])) > 0: raise ValueError('Expected only 0s and 1s in label indicator.') return [tuple(self.classes_.take(yt.indices[start:end])) for start, end in zip(yt.indptr[:-1], yt.indptr[1:])] else: unexpected = np.setdiff1d(yt, [0, 1]) if len(unexpected) > 0: raise ValueError('Expected only 0s and 1s in label indicator. ' 'Also got {0}'.format(unexpected)) return [tuple(self.classes_.compress(indicators)) for indicators in yt]
bsd-3-clause
peterfpeterson/mantid
qt/python/mantidqt/widgets/workspacedisplay/matrix/io.py
3
1554
# Mantid Repository : https://github.com/mantidproject/mantid # # Copyright &copy; 2019 ISIS Rutherford Appleton Laboratory UKRI, # NScD Oak Ridge National Laboratory, European Spallation Source, # Institut Laue - Langevin & CSNS, Institute of High Energy Physics, CAS # SPDX - License - Identifier: GPL - 3.0 + # This file is part of the mantid workbench. # from mantidqt.widgets.workspacedisplay.matrix.presenter import MatrixWorkspaceDisplay from mantid.api import AnalysisDataService as ADS # noqa class MatrixWorkspaceDisplayAttributes(object): # WARNING: If you delete a tag from here instead of adding a new one, it will make old project files obsolete so # just add an extra tag to the list e.g. ["InstrumentWidget", "IWidget"] _tags = ["MatrixWorkspaceDisplayView"] class MatrixWorkspaceDisplayEncoder(MatrixWorkspaceDisplayAttributes): def __init__(self): super(MatrixWorkspaceDisplayEncoder, self).__init__() @staticmethod def encode(obj, _=None): return {"workspace": obj.presenter.model._ws.name()} @classmethod def tags(cls): return cls._tags class MatrixWorkspaceDisplayDecoder(MatrixWorkspaceDisplayAttributes): def __init__(self): super(MatrixWorkspaceDisplayDecoder, self).__init__() @staticmethod def decode(obj_dic, _=None): import matplotlib.pyplot as plt pres = MatrixWorkspaceDisplay(ADS.retrieve(obj_dic["workspace"]), plot=plt) return pres.container @classmethod def tags(cls): return cls._tags
gpl-3.0
jaeilepp/mne-python
examples/visualization/make_report.py
5
1576
""" ================================ Make an MNE-Report with a Slider ================================ In this example, MEG evoked data are plotted in an html slider. """ # Authors: Teon Brooks <[email protected]> # Eric Larson <[email protected]> # # License: BSD (3-clause) from mne.report import Report from mne.datasets import sample from mne import read_evokeds from matplotlib import pyplot as plt data_path = sample.data_path() meg_path = data_path + '/MEG/sample' subjects_dir = data_path + '/subjects' evoked_fname = meg_path + '/sample_audvis-ave.fif' ############################################################################### # Do standard folder parsing (this can take a couple of minutes): report = Report(image_format='png', subjects_dir=subjects_dir, info_fname=evoked_fname, subject='sample') report.parse_folder(meg_path) ############################################################################### # Add a custom section with an evoked slider: # Load the evoked data evoked = read_evokeds(evoked_fname, condition='Left Auditory', baseline=(None, 0), verbose=False) evoked.crop(0, .2) times = evoked.times[::4] # Create a list of figs for the slider figs = list() for t in times: figs.append(evoked.plot_topomap(t, vmin=-300, vmax=300, res=100, show=False)) plt.close(figs[-1]) report.add_slider_to_section(figs, times, 'Evoked Response', image_format='svg') # to save report # report.save('foobar.html', True)
bsd-3-clause
hgaspar/cuda-convnet2
convdata.py
174
14675
# Copyright 2014 Google Inc. All rights reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from python_util.data import * import numpy.random as nr import numpy as n import random as r from time import time from threading import Thread from math import sqrt import sys #from matplotlib import pylab as pl from PIL import Image from StringIO import StringIO from time import time import itertools as it class JPEGBatchLoaderThread(Thread): def __init__(self, dp, batch_num, label_offset, list_out): Thread.__init__(self) self.list_out = list_out self.label_offset = label_offset self.dp = dp self.batch_num = batch_num @staticmethod def load_jpeg_batch(rawdics, dp, label_offset): if type(rawdics) != list: rawdics = [rawdics] nc_total = sum(len(r['data']) for r in rawdics) jpeg_strs = list(it.chain.from_iterable(rd['data'] for rd in rawdics)) labels = list(it.chain.from_iterable(rd['labels'] for rd in rawdics)) img_mat = n.empty((nc_total * dp.data_mult, dp.inner_pixels * dp.num_colors), dtype=n.float32) lab_mat = n.zeros((nc_total, dp.get_num_classes()), dtype=n.float32) dp.convnet.libmodel.decodeJpeg(jpeg_strs, img_mat, dp.img_size, dp.inner_size, dp.test, dp.multiview) lab_vec = n.tile(n.asarray([(l[nr.randint(len(l))] if len(l) > 0 else -1) + label_offset for l in labels], dtype=n.single).reshape((nc_total, 1)), (dp.data_mult,1)) for c in xrange(nc_total): lab_mat[c, [z + label_offset for z in labels[c]]] = 1 lab_mat = n.tile(lab_mat, (dp.data_mult, 1)) return {'data': img_mat[:nc_total * dp.data_mult,:], 'labvec': lab_vec[:nc_total * dp.data_mult,:], 'labmat': lab_mat[:nc_total * dp.data_mult,:]} def run(self): rawdics = self.dp.get_batch(self.batch_num) p = JPEGBatchLoaderThread.load_jpeg_batch(rawdics, self.dp, self.label_offset) self.list_out.append(p) class ColorNoiseMakerThread(Thread): def __init__(self, pca_stdevs, pca_vecs, num_noise, list_out): Thread.__init__(self) self.pca_stdevs, self.pca_vecs = pca_stdevs, pca_vecs self.num_noise = num_noise self.list_out = list_out def run(self): noise = n.dot(nr.randn(self.num_noise, 3).astype(n.single) * self.pca_stdevs.T, self.pca_vecs.T) self.list_out.append(noise) class ImageDataProvider(LabeledDataProvider): def __init__(self, data_dir, batch_range=None, init_epoch=1, init_batchnum=None, dp_params=None, test=False): LabeledDataProvider.__init__(self, data_dir, batch_range, init_epoch, init_batchnum, dp_params, test) self.data_mean = self.batch_meta['data_mean'].astype(n.single) self.color_eig = self.batch_meta['color_pca'][1].astype(n.single) self.color_stdevs = n.c_[self.batch_meta['color_pca'][0].astype(n.single)] self.color_noise_coeff = dp_params['color_noise'] self.num_colors = 3 self.img_size = int(sqrt(self.batch_meta['num_vis'] / self.num_colors)) self.mini = dp_params['minibatch_size'] self.inner_size = dp_params['inner_size'] if dp_params['inner_size'] > 0 else self.img_size self.inner_pixels = self.inner_size **2 self.border_size = (self.img_size - self.inner_size) / 2 self.multiview = dp_params['multiview_test'] and test self.num_views = 5*2 self.data_mult = self.num_views if self.multiview else 1 self.batch_size = self.batch_meta['batch_size'] self.label_offset = 0 if 'label_offset' not in self.batch_meta else self.batch_meta['label_offset'] self.scalar_mean = dp_params['scalar_mean'] # Maintain pointers to previously-returned data matrices so they don't get garbage collected. self.data = [None, None] # These are pointers to previously-returned data matrices self.loader_thread, self.color_noise_thread = None, None self.convnet = dp_params['convnet'] self.num_noise = self.batch_size self.batches_generated, self.loaders_started = 0, 0 self.data_mean_crop = self.data_mean.reshape((self.num_colors,self.img_size,self.img_size))[:,self.border_size:self.border_size+self.inner_size,self.border_size:self.border_size+self.inner_size].reshape((1,3*self.inner_size**2)) if self.scalar_mean >= 0: self.data_mean_crop = self.scalar_mean def showimg(self, img): from matplotlib import pylab as pl pixels = img.shape[0] / 3 size = int(sqrt(pixels)) img = img.reshape((3,size,size)).swapaxes(0,2).swapaxes(0,1) pl.imshow(img, interpolation='nearest') pl.show() def get_data_dims(self, idx=0): if idx == 0: return self.inner_size**2 * 3 if idx == 2: return self.get_num_classes() return 1 def start_loader(self, batch_idx): self.load_data = [] self.loader_thread = JPEGBatchLoaderThread(self, self.batch_range[batch_idx], self.label_offset, self.load_data) self.loader_thread.start() def start_color_noise_maker(self): color_noise_list = [] self.color_noise_thread = ColorNoiseMakerThread(self.color_stdevs, self.color_eig, self.num_noise, color_noise_list) self.color_noise_thread.start() return color_noise_list def set_labels(self, datadic): pass def get_data_from_loader(self): if self.loader_thread is None: self.start_loader(self.batch_idx) self.loader_thread.join() self.data[self.d_idx] = self.load_data[0] self.start_loader(self.get_next_batch_idx()) else: # Set the argument to join to 0 to re-enable batch reuse self.loader_thread.join() if not self.loader_thread.is_alive(): self.data[self.d_idx] = self.load_data[0] self.start_loader(self.get_next_batch_idx()) #else: # print "Re-using batch" self.advance_batch() def add_color_noise(self): # At this point the data already has 0 mean. # So I'm going to add noise to it, but I'm also going to scale down # the original data. This is so that the overall scale of the training # data doesn't become too different from the test data. s = self.data[self.d_idx]['data'].shape cropped_size = self.get_data_dims(0) / 3 ncases = s[0] if self.color_noise_thread is None: self.color_noise_list = self.start_color_noise_maker() self.color_noise_thread.join() self.color_noise = self.color_noise_list[0] self.color_noise_list = self.start_color_noise_maker() else: self.color_noise_thread.join(0) if not self.color_noise_thread.is_alive(): self.color_noise = self.color_noise_list[0] self.color_noise_list = self.start_color_noise_maker() self.data[self.d_idx]['data'] = self.data[self.d_idx]['data'].reshape((ncases*3, cropped_size)) self.color_noise = self.color_noise[:ncases,:].reshape((3*ncases, 1)) self.data[self.d_idx]['data'] += self.color_noise * self.color_noise_coeff self.data[self.d_idx]['data'] = self.data[self.d_idx]['data'].reshape((ncases, 3* cropped_size)) self.data[self.d_idx]['data'] *= 1.0 / (1.0 + self.color_noise_coeff) # <--- NOTE: This is the slow line, 0.25sec. Down from 0.75sec when I used division. def get_next_batch(self): self.d_idx = self.batches_generated % 2 epoch, batchnum = self.curr_epoch, self.curr_batchnum self.get_data_from_loader() # Subtract mean self.data[self.d_idx]['data'] -= self.data_mean_crop if self.color_noise_coeff > 0 and not self.test: self.add_color_noise() self.batches_generated += 1 return epoch, batchnum, [self.data[self.d_idx]['data'].T, self.data[self.d_idx]['labvec'].T, self.data[self.d_idx]['labmat'].T] # Takes as input an array returned by get_next_batch # Returns a (numCases, imgSize, imgSize, 3) array which can be # fed to pylab for plotting. # This is used by shownet.py to plot test case predictions. def get_plottable_data(self, data, add_mean=True): mean = self.data_mean_crop.reshape((data.shape[0],1)) if data.flags.f_contiguous or self.scalar_mean else self.data_mean_crop.reshape((data.shape[0],1)) return n.require((data + (mean if add_mean else 0)).T.reshape(data.shape[1], 3, self.inner_size, self.inner_size).swapaxes(1,3).swapaxes(1,2) / 255.0, dtype=n.single) class CIFARDataProvider(LabeledDataProvider): def __init__(self, data_dir, batch_range=None, init_epoch=1, init_batchnum=None, dp_params=None, test=False): LabeledDataProvider.__init__(self, data_dir, batch_range, init_epoch, init_batchnum, dp_params, test) self.img_size = 32 self.num_colors = 3 self.inner_size = dp_params['inner_size'] if dp_params['inner_size'] > 0 else self.batch_meta['img_size'] self.border_size = (self.img_size - self.inner_size) / 2 self.multiview = dp_params['multiview_test'] and test self.num_views = 9 self.scalar_mean = dp_params['scalar_mean'] self.data_mult = self.num_views if self.multiview else 1 self.data_dic = [] for i in batch_range: self.data_dic += [unpickle(self.get_data_file_name(i))] self.data_dic[-1]["labels"] = n.require(self.data_dic[-1]['labels'], dtype=n.single) self.data_dic[-1]["labels"] = n.require(n.tile(self.data_dic[-1]["labels"].reshape((1, n.prod(self.data_dic[-1]["labels"].shape))), (1, self.data_mult)), requirements='C') self.data_dic[-1]['data'] = n.require(self.data_dic[-1]['data'] - self.scalar_mean, dtype=n.single, requirements='C') self.cropped_data = [n.zeros((self.get_data_dims(), self.data_dic[0]['data'].shape[1]*self.data_mult), dtype=n.single) for x in xrange(2)] self.batches_generated = 0 self.data_mean = self.batch_meta['data_mean'].reshape((self.num_colors,self.img_size,self.img_size))[:,self.border_size:self.border_size+self.inner_size,self.border_size:self.border_size+self.inner_size].reshape((self.get_data_dims(), 1)) def get_next_batch(self): epoch, batchnum = self.curr_epoch, self.curr_batchnum self.advance_batch() bidx = batchnum - self.batch_range[0] cropped = self.cropped_data[self.batches_generated % 2] self.__trim_borders(self.data_dic[bidx]['data'], cropped) cropped -= self.data_mean self.batches_generated += 1 return epoch, batchnum, [cropped, self.data_dic[bidx]['labels']] def get_data_dims(self, idx=0): return self.inner_size**2 * self.num_colors if idx == 0 else 1 # Takes as input an array returned by get_next_batch # Returns a (numCases, imgSize, imgSize, 3) array which can be # fed to pylab for plotting. # This is used by shownet.py to plot test case predictions. def get_plottable_data(self, data): return n.require((data + self.data_mean).T.reshape(data.shape[1], 3, self.inner_size, self.inner_size).swapaxes(1,3).swapaxes(1,2) / 255.0, dtype=n.single) def __trim_borders(self, x, target): y = x.reshape(self.num_colors, self.img_size, self.img_size, x.shape[1]) if self.test: # don't need to loop over cases if self.multiview: start_positions = [(0,0), (0, self.border_size), (0, self.border_size*2), (self.border_size, 0), (self.border_size, self.border_size), (self.border_size, self.border_size*2), (self.border_size*2, 0), (self.border_size*2, self.border_size), (self.border_size*2, self.border_size*2)] end_positions = [(sy+self.inner_size, sx+self.inner_size) for (sy,sx) in start_positions] for i in xrange(self.num_views): target[:,i * x.shape[1]:(i+1)* x.shape[1]] = y[:,start_positions[i][0]:end_positions[i][0],start_positions[i][1]:end_positions[i][1],:].reshape((self.get_data_dims(),x.shape[1])) else: pic = y[:,self.border_size:self.border_size+self.inner_size,self.border_size:self.border_size+self.inner_size, :] # just take the center for now target[:,:] = pic.reshape((self.get_data_dims(), x.shape[1])) else: for c in xrange(x.shape[1]): # loop over cases startY, startX = nr.randint(0,self.border_size*2 + 1), nr.randint(0,self.border_size*2 + 1) endY, endX = startY + self.inner_size, startX + self.inner_size pic = y[:,startY:endY,startX:endX, c] if nr.randint(2) == 0: # also flip the image with 50% probability pic = pic[:,:,::-1] target[:,c] = pic.reshape((self.get_data_dims(),)) class DummyConvNetLogRegDataProvider(LabeledDummyDataProvider): def __init__(self, data_dim): LabeledDummyDataProvider.__init__(self, data_dim) self.img_size = int(sqrt(data_dim/3)) def get_next_batch(self): epoch, batchnum, dic = LabeledDummyDataProvider.get_next_batch(self) dic = {'data': dic[0], 'labels': dic[1]} print dic['data'].shape, dic['labels'].shape return epoch, batchnum, [dic['data'], dic['labels']] # Returns the dimensionality of the two data matrices returned by get_next_batch def get_data_dims(self, idx=0): return self.batch_meta['num_vis'] if idx == 0 else 1
apache-2.0
mmilutinovic1313/zipline-with-algorithms
zipline/finance/performance/position_tracker.py
4
13048
from __future__ import division import logbook import numpy as np import pandas as pd from pandas.lib import checknull try: # optional cython based OrderedDict from cyordereddict import OrderedDict except ImportError: from collections import OrderedDict from six import iteritems, itervalues from zipline.finance.slippage import Transaction from zipline.utils.serialization_utils import ( VERSION_LABEL ) import zipline.protocol as zp from zipline.assets import ( Equity, Future ) from zipline.finance.trading import with_environment from . position import positiondict log = logbook.Logger('Performance') class PositionTracker(object): def __init__(self): # sid => position object self.positions = positiondict() # Arrays for quick calculations of positions value self._position_amounts = OrderedDict() self._position_last_sale_prices = OrderedDict() self._position_value_multipliers = OrderedDict() self._position_exposure_multipliers = OrderedDict() self._position_payout_multipliers = OrderedDict() self._unpaid_dividends = pd.DataFrame( columns=zp.DIVIDEND_PAYMENT_FIELDS, ) self._positions_store = zp.Positions() @with_environment() def _retrieve_asset(self, sid, env=None): return env.asset_finder.retrieve_asset(sid) def _update_multipliers(self, sid): try: self._position_value_multipliers[sid] self._position_exposure_multipliers[sid] self._position_payout_multipliers[sid] except KeyError: # Collect the value multipliers from applicable sids asset = self._retrieve_asset(sid) if isinstance(asset, Equity): self._position_value_multipliers[sid] = 1 self._position_exposure_multipliers[sid] = 1 self._position_payout_multipliers[sid] = 0 if isinstance(asset, Future): self._position_value_multipliers[sid] = 0 self._position_exposure_multipliers[sid] = \ asset.contract_multiplier self._position_payout_multipliers[sid] = \ asset.contract_multiplier def update_last_sale(self, event): # NOTE, PerformanceTracker already vetted as TRADE type sid = event.sid if sid not in self.positions: return 0 price = event.price if checknull(price): return 0 pos = self.positions[sid] old_price = pos.last_sale_price pos.last_sale_date = event.dt pos.last_sale_price = price self._position_last_sale_prices[sid] = price # Calculate cash adjustment on assets with multipliers return ((price - old_price) * self._position_payout_multipliers[sid] * pos.amount) def update_positions(self, positions): # update positions in batch self.positions.update(positions) for sid, pos in iteritems(positions): self._position_amounts[sid] = pos.amount self._position_last_sale_prices[sid] = pos.last_sale_price self._update_multipliers(sid) def update_position(self, sid, amount=None, last_sale_price=None, last_sale_date=None, cost_basis=None): pos = self.positions[sid] if amount is not None: pos.amount = amount self._position_amounts[sid] = amount self._position_values = None # invalidate cache self._update_multipliers(sid=sid) if last_sale_price is not None: pos.last_sale_price = last_sale_price self._position_last_sale_prices[sid] = last_sale_price self._position_values = None # invalidate cache if last_sale_date is not None: pos.last_sale_date = last_sale_date if cost_basis is not None: pos.cost_basis = cost_basis def execute_transaction(self, txn): # Update Position # ---------------- sid = txn.sid position = self.positions[sid] position.update(txn) self._position_amounts[sid] = position.amount self._position_last_sale_prices[sid] = position.last_sale_price self._update_multipliers(sid) def handle_commission(self, commission): # Adjust the cost basis of the stock if we own it if commission.sid in self.positions: self.positions[commission.sid].\ adjust_commission_cost_basis(commission) @property def position_values(self): iter_amount_price_multiplier = zip( itervalues(self._position_amounts), itervalues(self._position_last_sale_prices), itervalues(self._position_value_multipliers), ) return [ price * amount * multiplier for price, amount, multiplier in iter_amount_price_multiplier ] @property def position_exposures(self): iter_amount_price_multiplier = zip( itervalues(self._position_amounts), itervalues(self._position_last_sale_prices), itervalues(self._position_exposure_multipliers), ) return [ price * amount * multiplier for price, amount, multiplier in iter_amount_price_multiplier ] def calculate_positions_value(self): if len(self.position_values) == 0: return np.float64(0) return sum(self.position_values) def calculate_positions_exposure(self): if len(self.position_exposures) == 0: return np.float64(0) return sum(self.position_exposures) def _longs_count(self): return sum(1 for i in self.position_exposures if i > 0) def _long_exposure(self): return sum(i for i in self.position_exposures if i > 0) def _long_value(self): return sum(i for i in self.position_values if i > 0) def _shorts_count(self): return sum(1 for i in self.position_exposures if i < 0) def _short_exposure(self): return sum(i for i in self.position_exposures if i < 0) def _short_value(self): return sum(i for i in self.position_values if i < 0) def _gross_exposure(self): return self._long_exposure() + abs(self._short_exposure()) def _gross_value(self): return self._long_value() + abs(self._short_value()) def _net_exposure(self): return self.calculate_positions_exposure() def _net_value(self): return self.calculate_positions_value() def handle_split(self, split): if split.sid in self.positions: # Make the position object handle the split. It returns the # leftover cash from a fractional share, if there is any. position = self.positions[split.sid] leftover_cash = position.handle_split(split) self._position_amounts[split.sid] = position.amount self._position_last_sale_prices[split.sid] = \ position.last_sale_price self._update_multipliers(split.sid) return leftover_cash def _maybe_earn_dividend(self, dividend): """ Take a historical dividend record and return a Series with fields in zipline.protocol.DIVIDEND_FIELDS (plus an 'id' field) representing the cash/stock amount we are owed when the dividend is paid. """ if dividend['sid'] in self.positions: return self.positions[dividend['sid']].earn_dividend(dividend) else: return zp.dividend_payment() def earn_dividends(self, dividend_frame): """ Given a frame of dividends whose ex_dates are all the next trading day, calculate and store the cash and/or stock payments to be paid on each dividend's pay date. """ earned = dividend_frame.apply(self._maybe_earn_dividend, axis=1)\ .dropna(how='all') if len(earned) > 0: # Store the earned dividends so that they can be paid on the # dividends' pay_dates. self._unpaid_dividends = pd.concat( [self._unpaid_dividends, earned], ) def _maybe_pay_dividend(self, dividend): """ Take a historical dividend record, look up any stored record of cash/stock we are owed for that dividend, and return a Series with fields drawn from zipline.protocol.DIVIDEND_PAYMENT_FIELDS. """ try: unpaid_dividend = self._unpaid_dividends.loc[dividend['id']] return unpaid_dividend except KeyError: return zp.dividend_payment() def pay_dividends(self, dividend_frame): """ Given a frame of dividends whose pay_dates are all the next trading day, grant the cash and/or stock payments that were calculated on the given dividends' ex dates. """ payments = dividend_frame.apply(self._maybe_pay_dividend, axis=1)\ .dropna(how='all') # Mark these dividends as paid by dropping them from our unpaid # table. self._unpaid_dividends.drop(payments.index) # Add stock for any stock dividends paid. Again, the values here may # be negative in the case of short positions. stock_payments = payments[payments['payment_sid'].notnull()] for _, row in stock_payments.iterrows(): stock = row['payment_sid'] share_count = row['share_count'] # note we create a Position for stock dividend if we don't # already own the asset position = self.positions[stock] position.amount += share_count self._position_amounts[stock] = position.amount self._position_last_sale_prices[stock] = position.last_sale_price self._update_multipliers(stock) # Add cash equal to the net cash payed from all dividends. Note that # "negative cash" is effectively paid if we're short an asset, # representing the fact that we're required to reimburse the owner of # the stock for any dividends paid while borrowing. net_cash_payment = payments['cash_amount'].fillna(0).sum() return net_cash_payment def create_close_position_transaction(self, event): if not self._position_amounts.get(event.sid): return None txn = Transaction( sid=event.sid, amount=(-1 * self._position_amounts[event.sid]), dt=event.dt, price=event.price, commission=0, order_id=0 ) return txn def get_positions(self): positions = self._positions_store for sid, pos in iteritems(self.positions): if pos.amount == 0: # Clear out the position if it has become empty since the last # time get_positions was called. Catching the KeyError is # faster than checking `if sid in positions`, and this can be # potentially called in a tight inner loop. try: del positions[sid] except KeyError: pass continue # Note that this will create a position if we don't currently have # an entry position = positions[sid] position.amount = pos.amount position.cost_basis = pos.cost_basis position.last_sale_price = pos.last_sale_price return positions def get_positions_list(self): positions = [] for sid, pos in iteritems(self.positions): if pos.amount != 0: positions.append(pos.to_dict()) return positions def __getstate__(self): state_dict = {} state_dict['positions'] = dict(self.positions) state_dict['unpaid_dividends'] = self._unpaid_dividends STATE_VERSION = 1 state_dict[VERSION_LABEL] = STATE_VERSION return state_dict def __setstate__(self, state): OLDEST_SUPPORTED_STATE = 1 version = state.pop(VERSION_LABEL) if version < OLDEST_SUPPORTED_STATE: raise BaseException("PositionTracker saved state is too old.") self.positions = positiondict() # note that positions_store is temporary and gets regened from # .positions self._positions_store = zp.Positions() self._unpaid_dividends = state['unpaid_dividends'] # Arrays for quick calculations of positions value self._position_amounts = OrderedDict() self._position_last_sale_prices = OrderedDict() self._position_value_multipliers = OrderedDict() self._position_exposure_multipliers = OrderedDict() self._position_payout_multipliers = OrderedDict() self.update_positions(state['positions'])
apache-2.0
arahuja/scikit-learn
sklearn/datasets/tests/test_base.py
205
5878
import os import shutil import tempfile import warnings import nose import numpy from pickle import loads from pickle import dumps from sklearn.datasets import get_data_home from sklearn.datasets import clear_data_home from sklearn.datasets import load_files from sklearn.datasets import load_sample_images from sklearn.datasets import load_sample_image from sklearn.datasets import load_digits from sklearn.datasets import load_diabetes from sklearn.datasets import load_linnerud from sklearn.datasets import load_iris from sklearn.datasets import load_boston from sklearn.datasets.base import Bunch from sklearn.externals.six import b, u from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_raises DATA_HOME = tempfile.mkdtemp(prefix="scikit_learn_data_home_test_") LOAD_FILES_ROOT = tempfile.mkdtemp(prefix="scikit_learn_load_files_test_") TEST_CATEGORY_DIR1 = "" TEST_CATEGORY_DIR2 = "" def _remove_dir(path): if os.path.isdir(path): shutil.rmtree(path) def teardown_module(): """Test fixture (clean up) run once after all tests of this module""" for path in [DATA_HOME, LOAD_FILES_ROOT]: _remove_dir(path) def setup_load_files(): global TEST_CATEGORY_DIR1 global TEST_CATEGORY_DIR2 TEST_CATEGORY_DIR1 = tempfile.mkdtemp(dir=LOAD_FILES_ROOT) TEST_CATEGORY_DIR2 = tempfile.mkdtemp(dir=LOAD_FILES_ROOT) sample_file = tempfile.NamedTemporaryFile(dir=TEST_CATEGORY_DIR1, delete=False) sample_file.write(b("Hello World!\n")) sample_file.close() def teardown_load_files(): _remove_dir(TEST_CATEGORY_DIR1) _remove_dir(TEST_CATEGORY_DIR2) def test_data_home(): # get_data_home will point to a pre-existing folder data_home = get_data_home(data_home=DATA_HOME) assert_equal(data_home, DATA_HOME) assert_true(os.path.exists(data_home)) # clear_data_home will delete both the content and the folder it-self clear_data_home(data_home=data_home) assert_false(os.path.exists(data_home)) # if the folder is missing it will be created again data_home = get_data_home(data_home=DATA_HOME) assert_true(os.path.exists(data_home)) def test_default_empty_load_files(): res = load_files(LOAD_FILES_ROOT) assert_equal(len(res.filenames), 0) assert_equal(len(res.target_names), 0) assert_equal(res.DESCR, None) @nose.tools.with_setup(setup_load_files, teardown_load_files) def test_default_load_files(): res = load_files(LOAD_FILES_ROOT) assert_equal(len(res.filenames), 1) assert_equal(len(res.target_names), 2) assert_equal(res.DESCR, None) assert_equal(res.data, [b("Hello World!\n")]) @nose.tools.with_setup(setup_load_files, teardown_load_files) def test_load_files_w_categories_desc_and_encoding(): category = os.path.abspath(TEST_CATEGORY_DIR1).split('/').pop() res = load_files(LOAD_FILES_ROOT, description="test", categories=category, encoding="utf-8") assert_equal(len(res.filenames), 1) assert_equal(len(res.target_names), 1) assert_equal(res.DESCR, "test") assert_equal(res.data, [u("Hello World!\n")]) @nose.tools.with_setup(setup_load_files, teardown_load_files) def test_load_files_wo_load_content(): res = load_files(LOAD_FILES_ROOT, load_content=False) assert_equal(len(res.filenames), 1) assert_equal(len(res.target_names), 2) assert_equal(res.DESCR, None) assert_equal(res.get('data'), None) def test_load_sample_images(): try: res = load_sample_images() assert_equal(len(res.images), 2) assert_equal(len(res.filenames), 2) assert_true(res.DESCR) except ImportError: warnings.warn("Could not load sample images, PIL is not available.") def test_load_digits(): digits = load_digits() assert_equal(digits.data.shape, (1797, 64)) assert_equal(numpy.unique(digits.target).size, 10) def test_load_digits_n_class_lt_10(): digits = load_digits(9) assert_equal(digits.data.shape, (1617, 64)) assert_equal(numpy.unique(digits.target).size, 9) def test_load_sample_image(): try: china = load_sample_image('china.jpg') assert_equal(china.dtype, 'uint8') assert_equal(china.shape, (427, 640, 3)) except ImportError: warnings.warn("Could not load sample images, PIL is not available.") def test_load_missing_sample_image_error(): have_PIL = True try: try: from scipy.misc import imread except ImportError: from scipy.misc.pilutil import imread except ImportError: have_PIL = False if have_PIL: assert_raises(AttributeError, load_sample_image, 'blop.jpg') else: warnings.warn("Could not load sample images, PIL is not available.") def test_load_diabetes(): res = load_diabetes() assert_equal(res.data.shape, (442, 10)) assert_true(res.target.size, 442) def test_load_linnerud(): res = load_linnerud() assert_equal(res.data.shape, (20, 3)) assert_equal(res.target.shape, (20, 3)) assert_equal(len(res.target_names), 3) assert_true(res.DESCR) def test_load_iris(): res = load_iris() assert_equal(res.data.shape, (150, 4)) assert_equal(res.target.size, 150) assert_equal(res.target_names.size, 3) assert_true(res.DESCR) def test_load_boston(): res = load_boston() assert_equal(res.data.shape, (506, 13)) assert_equal(res.target.size, 506) assert_equal(res.feature_names.size, 13) assert_true(res.DESCR) def test_loads_dumps_bunch(): bunch = Bunch(x="x") bunch_from_pkl = loads(dumps(bunch)) bunch_from_pkl.x = "y" assert_equal(bunch_from_pkl['x'], bunch_from_pkl.x)
bsd-3-clause
manojgudi/sandhi
modules/gr36/gr-filter/examples/fir_filter_ccc.py
13
3154
#!/usr/bin/env python from gnuradio import gr, filter from gnuradio import eng_notation from gnuradio.eng_option import eng_option from optparse import OptionParser try: import scipy except ImportError: print "Error: could not import scipy (http://www.scipy.org/)" sys.exit(1) try: import pylab except ImportError: print "Error: could not import pylab (http://matplotlib.sourceforge.net/)" sys.exit(1) class example_fir_filter_ccc(gr.top_block): def __init__(self, N, fs, bw, tw, atten, D): gr.top_block.__init__(self) self._nsamps = N self._fs = fs self._bw = bw self._tw = tw self._at = atten self._decim = D taps = filter.firdes.low_pass_2(1, self._fs, self._bw, self._tw, self._at) print "Num. Taps: ", len(taps) self.src = gr.noise_source_c(gr.GR_GAUSSIAN, 1) self.head = gr.head(gr.sizeof_gr_complex, self._nsamps) self.filt0 = filter.fir_filter_ccc(self._decim, taps) self.vsnk_src = gr.vector_sink_c() self.vsnk_out = gr.vector_sink_c() self.connect(self.src, self.head, self.vsnk_src) self.connect(self.head, self.filt0, self.vsnk_out) def main(): parser = OptionParser(option_class=eng_option, conflict_handler="resolve") parser.add_option("-N", "--nsamples", type="int", default=10000, help="Number of samples to process [default=%default]") parser.add_option("-s", "--samplerate", type="eng_float", default=8000, help="System sample rate [default=%default]") parser.add_option("-B", "--bandwidth", type="eng_float", default=1000, help="Filter bandwidth [default=%default]") parser.add_option("-T", "--transition", type="eng_float", default=100, help="Transition band [default=%default]") parser.add_option("-A", "--attenuation", type="eng_float", default=80, help="Stopband attenuation [default=%default]") parser.add_option("-D", "--decimation", type="int", default=1, help="Decmation factor [default=%default]") (options, args) = parser.parse_args () put = example_fir_filter_ccc(options.nsamples, options.samplerate, options.bandwidth, options.transition, options.attenuation, options.decimation) put.run() data_src = scipy.array(put.vsnk_src.data()) data_snk = scipy.array(put.vsnk_out.data()) # Plot the signals PSDs nfft = 1024 f1 = pylab.figure(1, figsize=(12,10)) s1 = f1.add_subplot(1,1,1) s1.psd(data_src, NFFT=nfft, noverlap=nfft/4, Fs=options.samplerate) s1.psd(data_snk, NFFT=nfft, noverlap=nfft/4, Fs=options.samplerate) f2 = pylab.figure(2, figsize=(12,10)) s2 = f2.add_subplot(1,1,1) s2.plot(data_src) s2.plot(data_snk.real, 'g') pylab.show() if __name__ == "__main__": try: main() except KeyboardInterrupt: pass
gpl-3.0
joannadiong/biosig
biosig/emg/process.py
1
8599
import numpy as np from scipy import signal import matplotlib.pyplot as plt def remove_mean(data, plot=False): """ Remove the mean from a recorded signal. :param data: data :type data: ndarray :param plot: show plot of original and mean-removed data :type plot: bool :return: data with mean removed :rtype: ndarray """ data_removedmean = data - np.mean(data) if plot: plt.clf() plt.close() plt.plot(data, label='original') plt.plot(data_removedmean, label='removed mean') plt.legend(loc='best') plt.show() else: pass return data_removedmean def filter_bandpass(data, freq, highpass=30, lowpass=500, plot=False): """ Apply bandpass filter to a recorded signal (usually EMG). :param data: data :type data: ndarray :param freq: sampling rate (Hz) :type freq: int :param highpass: high pass cut-off (Hz) :type highpass: int :param lowpass: low pass cut-off (Hz) :type lowpass: int :param plot: show plot of original and filtered data :type plot: bool :return: filtered data :rtype: ndarray """ freq_nyq = freq/2 high, low = highpass/freq_nyq, lowpass/freq_nyq b, a = signal.butter(4, [high, low], btype='bandpass') data_filt = signal.filtfilt(b, a, data) if plot: plt.clf() plt.close() plt.plot(data, label='original') plt.plot(data_filt, label='filtered') plt.legend(loc='best') plt.show() else: pass return data_filt def rectify(data, plot=False): """ Rectify a recorded signal (usually EMG) to get absolute values. :param data: data :type data: ndarray :param plot: show plot of original and rectified data :type plot: bool :return: rectified data :rtype: ndarray """ data_rect = abs(data) if plot: plt.clf() plt.close() plt.plot(data, label='original') plt.plot(data_rect, label='rectified') plt.legend(loc='best') plt.show() else: pass return data_rect def find_mvc(data, plot=False): """ Find index and value of MVC EMG at maximal voltage. :param data: data :type data: ndarray :param plot: show plot of data and MVC value :type plot: bool :return: index and value at MVC EMG or force :rtype: int or float """ mvc_value = np.max(data) mvc_index = int(np.where(data == mvc_value)[0][0]) if plot: plt.clf() plt.close() plt.plot(data) plt.plot(mvc_index, mvc_value, 'ro') plt.show() else: pass return mvc_index, mvc_value def calc_halfwin(freq, window): """ For a given window of time (ms), calculate half of the window width (samples). :param freq: sampling rate (Hz) :type freq: int :param window: window of time (ms) :type window: int :return: half of the window width (samples) :rtype: int """ halfwin = round((window / 1000) / 2 * freq) return halfwin def calc_mvc(data, mvc_index, mvc_value, freq, window, type='rms', plot=False): """ Calculate average MVC EMG using the root-mean-square ('rms') or using the mean over a window of time across the peak EMG ('mean'). :param data: data :type data: ndarray :param mvc_index: index at MVC EMG or force :type mvc_index: int :param mvc_value: value of MVC EMG or force :type mvc_value: float :param freq: sampling rate (Hz) :type freq: int :param window: window of time (ms) :type window: int :param type: mean or rms :type type: str :param plot: show plot of data and window across peak EMG :type plot: bool :return: MVC EMG :rtype: float """ halfwin = calc_halfwin(freq, window) if type == 'rms': mvc = np.sqrt(np.mean((data[mvc_index - halfwin : mvc_index + halfwin]) ** 2)) elif type == 'mean': mvc = np.mean(data[mvc_index - halfwin : mvc_index + halfwin]) if plot: plt.clf() plt.close() plt.plot(data) plt.plot([mvc_index - halfwin, mvc_index + halfwin], [mvc_value + (mvc_value/10), mvc_value + (mvc_value/10)], 'r-', linewidth=4) plt.show() else: pass return mvc def calc_rms(data, freq, window, plot=False): """ Process a recorded signal (usually EMG) using a moving root-mean-square window. Example: import numpy as np import matplotlib.pyplot as plt data = np.random.rand(10000,1) freq, window = 2000, 50 data_rms = calc_rms(data, freq, window) plt.plot(data) plt.plot(data_rms) plt.show() :param data: data :type data: ndarray :param freq: sampling rate (Hz) :type freq: int :param window: window of time (ms) :type window: int :param plot: show plot of original and rms data :type plot: bool :return: RMS data :rtype: ndarray """ halfwin = calc_halfwin(freq, window) # Initialise variable. data_rms = np.zeros(data.size) # Loop through and compute normalised moving window. # Window is smaller at the start and the end of the signal. for i in range(data.size - 1): if i < halfwin: data_rms[i] = np.sqrt(np.mean((data[0 : i + halfwin]) ** 2)) elif i > data.size - halfwin: data_rms[i] = np.sqrt(np.mean((data[i - halfwin : data.size - 1]) ** 2)) else: data_rms[i] = np.sqrt(np.mean((data[i - halfwin : i + halfwin]) ** 2)) if plot: plt.clf() plt.close() plt.plot(data, label='original') plt.plot(data_rms, 'r-', label='rms') plt.legend(loc='best') plt.show() else: pass return data_rms def calc_mean(data, mvc, freq, window, plot=False): """ Process a recorded signal (usually EMG) using a moving average normalised to MVC. Example: import numpy as np import matplotlib.pyplot as plt data = np.random.rand(10000,1) freq, window = 2000, 50 data_mean = calc_mean(data, mvc, freq, window) plt.plot(data) plt.plot(mean_data) plt.show() :param data: data :type data: ndarray :param mvc: MVC EMG :type mvc: float :param freq: sampling rate (Hz) :type freq: int :param window: window of time (ms) :type window: int :param plot: show plot of original (V) and mean (%MVC) data :type plot: bool :return: mean data (% MVC) :rtype: ndarray """ halfwin = calc_halfwin(freq, window) # Initialise variable. data_mean = np.zeros(data.size) # Loop through and compute normalised moving window. # Window is smaller at the start and the end of the signal. for i in range(data.size - 1): if i < halfwin: data_mean[i] = np.mean(data[0: i + halfwin]) / mvc * 100 elif i > data.size - halfwin: data_mean[i] = np.mean(data[i - halfwin: data.size - 1]) / mvc * 100 else: data_mean[i] = np.mean(data[i - halfwin: i + halfwin]) / mvc * 100 if plot: plt.clf() plt.close() fig, ax1 = plt.subplots() ax1.plot(data, 'b-') ax1.set_xlabel('sample') ax1.set_ylabel('V', color='b') ax1.tick_params('y', colors='b') # plot two y-axes on same x-axis ax2 = ax1.twinx() ax2.plot(data_mean, 'r-') ax2.set_ylabel('%MVC', color='r') ax2.tick_params('y', colors='r') fig.tight_layout() plt.show() else: pass return data_mean def index_mvc_region(index_stim, index_mvc, window): """ Where a supramaximal stimulation has been delivered for an interpolated twitch, index a window at MVC and ensure any stimulation artefact is excluded. :param index_stim: index of the stimulation event :type index_stim: int :param index_mvc: index of the MVC :type index_mvc: int :param window: window of time (ms) :type window: int :return: start and stop indices of window at MVC :rtype: int """ halfwin = int((window / 1000) / 2 * freq) # if MVC is close to stim, index a window up to the index just before stim if abs(index_stim - index_mvc) < halfwin: start, stop = index_stim - (2 * halfwin) - 1, index_stim - 1 # if MVC is distant from stim, index a window over the MVC else: start, stop = index_mvc - halfwin, index_mvc + halfwin return start, stop
gpl-3.0
Solid-Mechanics/matplotlib-4-abaqus
matplotlib/projections/polar.py
4
26829
from __future__ import print_function import math import warnings import numpy as np import matplotlib rcParams = matplotlib.rcParams from matplotlib.axes import Axes import matplotlib.axis as maxis from matplotlib import cbook from matplotlib import docstring from matplotlib.patches import Circle from matplotlib.path import Path from matplotlib.ticker import Formatter, Locator, FormatStrFormatter from matplotlib.transforms import Affine2D, Affine2DBase, Bbox, \ BboxTransformTo, IdentityTransform, Transform, TransformWrapper, \ ScaledTranslation, blended_transform_factory, BboxTransformToMaxOnly import matplotlib.spines as mspines class PolarTransform(Transform): """ The base polar transform. This handles projection *theta* and *r* into Cartesian coordinate space *x* and *y*, but does not perform the ultimate affine transformation into the correct position. """ input_dims = 2 output_dims = 2 is_separable = False def __init__(self, axis=None, use_rmin=True): Transform.__init__(self) self._axis = axis self._use_rmin = use_rmin def transform_non_affine(self, tr): xy = np.empty(tr.shape, np.float_) if self._axis is not None: if self._use_rmin: rmin = self._axis.viewLim.ymin else: rmin = 0 theta_offset = self._axis.get_theta_offset() theta_direction = self._axis.get_theta_direction() else: rmin = 0 theta_offset = 0 theta_direction = 1 t = tr[:, 0:1] r = tr[:, 1:2] x = xy[:, 0:1] y = xy[:, 1:2] t *= theta_direction t += theta_offset r = r - rmin mask = r < 0 x[:] = np.where(mask, np.nan, r * np.cos(t)) y[:] = np.where(mask, np.nan, r * np.sin(t)) return xy transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def transform_path_non_affine(self, path): vertices = path.vertices if len(vertices) == 2 and vertices[0, 0] == vertices[1, 0]: return Path(self.transform(vertices), path.codes) ipath = path.interpolated(path._interpolation_steps) return Path(self.transform(ipath.vertices), ipath.codes) transform_path_non_affine.__doc__ = Transform.transform_path_non_affine.__doc__ def inverted(self): return PolarAxes.InvertedPolarTransform(self._axis, self._use_rmin) inverted.__doc__ = Transform.inverted.__doc__ class PolarAffine(Affine2DBase): """ The affine part of the polar projection. Scales the output so that maximum radius rests on the edge of the axes circle. """ def __init__(self, scale_transform, limits): """ *limits* is the view limit of the data. The only part of its bounds that is used is ymax (for the radius maximum). The theta range is always fixed to (0, 2pi). """ Affine2DBase.__init__(self) self._scale_transform = scale_transform self._limits = limits self.set_children(scale_transform, limits) self._mtx = None def get_matrix(self): if self._invalid: limits_scaled = self._limits.transformed(self._scale_transform) yscale = limits_scaled.ymax - limits_scaled.ymin affine = Affine2D() \ .scale(0.5 / yscale) \ .translate(0.5, 0.5) self._mtx = affine.get_matrix() self._inverted = None self._invalid = 0 return self._mtx get_matrix.__doc__ = Affine2DBase.get_matrix.__doc__ def __getstate__(self): return {} class InvertedPolarTransform(Transform): """ The inverse of the polar transform, mapping Cartesian coordinate space *x* and *y* back to *theta* and *r*. """ input_dims = 2 output_dims = 2 is_separable = False def __init__(self, axis=None, use_rmin=True): Transform.__init__(self) self._axis = axis self._use_rmin = use_rmin def transform_non_affine(self, xy): if self._axis is not None: if self._use_rmin: rmin = self._axis.viewLim.ymin else: rmin = 0 theta_offset = self._axis.get_theta_offset() theta_direction = self._axis.get_theta_direction() else: rmin = 0 theta_offset = 0 theta_direction = 1 x = xy[:, 0:1] y = xy[:, 1:] r = np.sqrt(x*x + y*y) theta = np.arccos(x / r) theta = np.where(y < 0, 2 * np.pi - theta, theta) theta -= theta_offset theta *= theta_direction r += rmin return np.concatenate((theta, r), 1) transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def inverted(self): return PolarAxes.PolarTransform(self._axis, self._use_rmin) inverted.__doc__ = Transform.inverted.__doc__ class ThetaFormatter(Formatter): """ Used to format the *theta* tick labels. Converts the native unit of radians into degrees and adds a degree symbol. """ def __call__(self, x, pos=None): # \u00b0 : degree symbol if rcParams['text.usetex'] and not rcParams['text.latex.unicode']: return r"$%0.0f^\circ$" % ((x / np.pi) * 180.0) else: # we use unicode, rather than mathtext with \circ, so # that it will work correctly with any arbitrary font # (assuming it has a degree sign), whereas $5\circ$ # will only work correctly with one of the supported # math fonts (Computer Modern and STIX) return u"%0.0f\u00b0" % ((x / np.pi) * 180.0) class RadialLocator(Locator): """ Used to locate radius ticks. Ensures that all ticks are strictly positive. For all other tasks, it delegates to the base :class:`~matplotlib.ticker.Locator` (which may be different depending on the scale of the *r*-axis. """ def __init__(self, base): self.base = base def __call__(self): ticks = self.base() return [x for x in ticks if x > 0] def autoscale(self): return self.base.autoscale() def pan(self, numsteps): return self.base.pan(numsteps) def zoom(self, direction): return self.base.zoom(direction) def refresh(self): return self.base.refresh() def view_limits(self, vmin, vmax): vmin, vmax = self.base.view_limits(vmin, vmax) return 0, vmax class PolarAxes(Axes): """ A polar graph projection, where the input dimensions are *theta*, *r*. Theta starts pointing east and goes anti-clockwise. """ name = 'polar' def __init__(self, *args, **kwargs): """ Create a new Polar Axes for a polar plot. The following optional kwargs are supported: - *resolution*: The number of points of interpolation between each pair of data points. Set to 1 to disable interpolation. """ self.resolution = kwargs.pop('resolution', 1) self._default_theta_offset = kwargs.pop('theta_offset', 0) self._default_theta_direction = kwargs.pop('theta_direction', 1) if self.resolution not in (None, 1): warnings.warn( """The resolution kwarg to Polar plots is now ignored. If you need to interpolate data points, consider running cbook.simple_linear_interpolation on the data before passing to matplotlib.""") Axes.__init__(self, *args, **kwargs) self.set_aspect('equal', adjustable='box', anchor='C') self.cla() __init__.__doc__ = Axes.__init__.__doc__ def cla(self): Axes.cla(self) self.title.set_y(1.05) self.xaxis.set_major_formatter(self.ThetaFormatter()) self.xaxis.isDefault_majfmt = True angles = np.arange(0.0, 360.0, 45.0) self.set_thetagrids(angles) self.yaxis.set_major_locator(self.RadialLocator(self.yaxis.get_major_locator())) self.grid(rcParams['polaraxes.grid']) self.xaxis.set_ticks_position('none') self.yaxis.set_ticks_position('none') self.yaxis.set_tick_params(label1On=True) # Why do we need to turn on yaxis tick labels, but # xaxis tick labels are already on? self.set_theta_offset(self._default_theta_offset) self.set_theta_direction(self._default_theta_direction) def _init_axis(self): "move this out of __init__ because non-separable axes don't use it" self.xaxis = maxis.XAxis(self) self.yaxis = maxis.YAxis(self) # Calling polar_axes.xaxis.cla() or polar_axes.xaxis.cla() # results in weird artifacts. Therefore we disable this for # now. # self.spines['polar'].register_axis(self.yaxis) self._update_transScale() def _set_lim_and_transforms(self): self.transAxes = BboxTransformTo(self.bbox) # Transforms the x and y axis separately by a scale factor # It is assumed that this part will have non-linear components self.transScale = TransformWrapper(IdentityTransform()) # A (possibly non-linear) projection on the (already scaled) # data. This one is aware of rmin self.transProjection = self.PolarTransform(self) # This one is not aware of rmin self.transPureProjection = self.PolarTransform(self, use_rmin=False) # An affine transformation on the data, generally to limit the # range of the axes self.transProjectionAffine = self.PolarAffine(self.transScale, self.viewLim) # The complete data transformation stack -- from data all the # way to display coordinates self.transData = self.transScale + self.transProjection + \ (self.transProjectionAffine + self.transAxes) # This is the transform for theta-axis ticks. It is # equivalent to transData, except it always puts r == 1.0 at # the edge of the axis circle. self._xaxis_transform = ( self.transPureProjection + self.PolarAffine(IdentityTransform(), Bbox.unit()) + self.transAxes) # The theta labels are moved from radius == 0.0 to radius == 1.1 self._theta_label1_position = Affine2D().translate(0.0, 1.1) self._xaxis_text1_transform = ( self._theta_label1_position + self._xaxis_transform) self._theta_label2_position = Affine2D().translate(0.0, 1.0 / 1.1) self._xaxis_text2_transform = ( self._theta_label2_position + self._xaxis_transform) # This is the transform for r-axis ticks. It scales the theta # axis so the gridlines from 0.0 to 1.0, now go from 0.0 to # 2pi. self._yaxis_transform = ( Affine2D().scale(np.pi * 2.0, 1.0) + self.transData) # The r-axis labels are put at an angle and padded in the r-direction self._r_label_position = ScaledTranslation( 22.5, 0.0, Affine2D()) self._yaxis_text_transform = ( self._r_label_position + Affine2D().scale(1.0 / 360.0, 1.0) + self._yaxis_transform ) def get_xaxis_transform(self,which='grid'): assert which in ['tick1','tick2','grid'] return self._xaxis_transform def get_xaxis_text1_transform(self, pad): return self._xaxis_text1_transform, 'center', 'center' def get_xaxis_text2_transform(self, pad): return self._xaxis_text2_transform, 'center', 'center' def get_yaxis_transform(self,which='grid'): assert which in ['tick1','tick2','grid'] return self._yaxis_transform def get_yaxis_text1_transform(self, pad): angle = self._r_label_position.to_values()[4] if angle < 90.: return self._yaxis_text_transform, 'bottom', 'left' elif angle < 180.: return self._yaxis_text_transform, 'bottom', 'right' elif angle < 270.: return self._yaxis_text_transform, 'top', 'right' else: return self._yaxis_text_transform, 'top', 'left' def get_yaxis_text2_transform(self, pad): angle = self._r_label_position.to_values()[4] if angle < 90.: return self._yaxis_text_transform, 'top', 'right' elif angle < 180.: return self._yaxis_text_transform, 'top', 'left' elif angle < 270.: return self._yaxis_text_transform, 'bottom', 'left' else: return self._yaxis_text_transform, 'bottom', 'right' def _gen_axes_patch(self): return Circle((0.5, 0.5), 0.5) def _gen_axes_spines(self): return {'polar':mspines.Spine.circular_spine(self, (0.5, 0.5), 0.5)} def set_rmax(self, rmax): self.viewLim.y1 = rmax def get_rmax(self): return self.viewLim.ymax def set_rmin(self, rmin): self.viewLim.y0 = rmin def get_rmin(self): return self.viewLim.ymin def set_theta_offset(self, offset): """ Set the offset for the location of 0 in radians. """ self._theta_offset = offset def get_theta_offset(self): """ Get the offset for the location of 0 in radians. """ return self._theta_offset def set_theta_zero_location(self, loc): """ Sets the location of theta's zero. (Calls set_theta_offset with the correct value in radians under the hood.) May be one of "N", "NW", "W", "SW", "S", "SE", "E", or "NE". """ mapping = { 'N': np.pi * 0.5, 'NW': np.pi * 0.75, 'W': np.pi, 'SW': np.pi * 1.25, 'S': np.pi * 1.5, 'SE': np.pi * 1.75, 'E': 0, 'NE': np.pi * 0.25 } return self.set_theta_offset(mapping[loc]) def set_theta_direction(self, direction): """ Set the direction in which theta increases. clockwise, -1: Theta increases in the clockwise direction counterclockwise, anticlockwise, 1: Theta increases in the counterclockwise direction """ if direction in ('clockwise',): self._direction = -1 elif direction in ('counterclockwise', 'anticlockwise'): self._direction = 1 elif direction in (1, -1): self._direction = direction else: raise ValueError("direction must be 1, -1, clockwise or counterclockwise") def get_theta_direction(self): """ Get the direction in which theta increases. -1: Theta increases in the clockwise direction 1: Theta increases in the counterclockwise direction """ return self._direction def set_rlim(self, *args, **kwargs): if 'rmin' in kwargs: kwargs['ymin'] = kwargs.pop('rmin') if 'rmax' in kwargs: kwargs['ymax'] = kwargs.pop('rmax') return self.set_ylim(*args, **kwargs) def set_yscale(self, *args, **kwargs): Axes.set_yscale(self, *args, **kwargs) self.yaxis.set_major_locator( self.RadialLocator(self.yaxis.get_major_locator())) def set_rscale(self, *args, **kwargs): return Axes.set_yscale(self, *args, **kwargs) def set_rticks(self, *args, **kwargs): return Axes.set_yticks(self, *args, **kwargs) @docstring.dedent_interpd def set_thetagrids(self, angles, labels=None, frac=None, fmt=None, **kwargs): """ Set the angles at which to place the theta grids (these gridlines are equal along the theta dimension). *angles* is in degrees. *labels*, if not None, is a ``len(angles)`` list of strings of the labels to use at each angle. If *labels* is None, the labels will be ``fmt %% angle`` *frac* is the fraction of the polar axes radius at which to place the label (1 is the edge). e.g., 1.05 is outside the axes and 0.95 is inside the axes. Return value is a list of tuples (*line*, *label*), where *line* is :class:`~matplotlib.lines.Line2D` instances and the *label* is :class:`~matplotlib.text.Text` instances. kwargs are optional text properties for the labels: %(Text)s ACCEPTS: sequence of floats """ # Make sure we take into account unitized data angles = self.convert_yunits(angles) angles = np.asarray(angles, np.float_) self.set_xticks(angles * (np.pi / 180.0)) if labels is not None: self.set_xticklabels(labels) elif fmt is not None: self.xaxis.set_major_formatter(FormatStrFormatter(fmt)) if frac is not None: self._theta_label1_position.clear().translate(0.0, frac) self._theta_label2_position.clear().translate(0.0, 1.0 / frac) for t in self.xaxis.get_ticklabels(): t.update(kwargs) return self.xaxis.get_ticklines(), self.xaxis.get_ticklabels() @docstring.dedent_interpd def set_rgrids(self, radii, labels=None, angle=None, fmt=None, **kwargs): """ Set the radial locations and labels of the *r* grids. The labels will appear at radial distances *radii* at the given *angle* in degrees. *labels*, if not None, is a ``len(radii)`` list of strings of the labels to use at each radius. If *labels* is None, the built-in formatter will be used. Return value is a list of tuples (*line*, *label*), where *line* is :class:`~matplotlib.lines.Line2D` instances and the *label* is :class:`~matplotlib.text.Text` instances. kwargs are optional text properties for the labels: %(Text)s ACCEPTS: sequence of floats """ # Make sure we take into account unitized data radii = self.convert_xunits(radii) radii = np.asarray(radii) rmin = radii.min() if rmin <= 0: raise ValueError('radial grids must be strictly positive') self.set_yticks(radii) if labels is not None: self.set_yticklabels(labels) elif fmt is not None: self.yaxis.set_major_formatter(FormatStrFormatter(fmt)) if angle is None: angle = self._r_label_position.to_values()[4] self._r_label_position._t = (angle, 0.0) self._r_label_position.invalidate() for t in self.yaxis.get_ticklabels(): t.update(kwargs) return self.yaxis.get_gridlines(), self.yaxis.get_ticklabels() def set_xscale(self, scale, *args, **kwargs): if scale != 'linear': raise NotImplementedError("You can not set the xscale on a polar plot.") def set_xlim(self, *args, **kargs): # The xlim is fixed, no matter what you do self.viewLim.intervalx = (0.0, np.pi * 2.0) def format_coord(self, theta, r): """ Return a format string formatting the coordinate using Unicode characters. """ theta /= math.pi # \u03b8: lower-case theta # \u03c0: lower-case pi # \u00b0: degree symbol return u'\u03b8=%0.3f\u03c0 (%0.3f\u00b0), r=%0.3f' % (theta, theta * 180.0, r) def get_data_ratio(self): ''' Return the aspect ratio of the data itself. For a polar plot, this should always be 1.0 ''' return 1.0 ### Interactive panning def can_zoom(self): """ Return *True* if this axes supports the zoom box button functionality. Polar axes do not support zoom boxes. """ return False def can_pan(self) : """ Return *True* if this axes supports the pan/zoom button functionality. For polar axes, this is slightly misleading. Both panning and zooming are performed by the same button. Panning is performed in azimuth while zooming is done along the radial. """ return True def start_pan(self, x, y, button): angle = np.deg2rad(self._r_label_position.to_values()[4]) mode = '' if button == 1: epsilon = np.pi / 45.0 t, r = self.transData.inverted().transform_point((x, y)) if t >= angle - epsilon and t <= angle + epsilon: mode = 'drag_r_labels' elif button == 3: mode = 'zoom' self._pan_start = cbook.Bunch( rmax = self.get_rmax(), trans = self.transData.frozen(), trans_inverse = self.transData.inverted().frozen(), r_label_angle = self._r_label_position.to_values()[4], x = x, y = y, mode = mode ) def end_pan(self): del self._pan_start def drag_pan(self, button, key, x, y): p = self._pan_start if p.mode == 'drag_r_labels': startt, startr = p.trans_inverse.transform_point((p.x, p.y)) t, r = p.trans_inverse.transform_point((x, y)) # Deal with theta dt0 = t - startt dt1 = startt - t if abs(dt1) < abs(dt0): dt = abs(dt1) * sign(dt0) * -1.0 else: dt = dt0 * -1.0 dt = (dt / np.pi) * 180.0 self._r_label_position._t = (p.r_label_angle - dt, 0.0) self._r_label_position.invalidate() trans, vert1, horiz1 = self.get_yaxis_text1_transform(0.0) trans, vert2, horiz2 = self.get_yaxis_text2_transform(0.0) for t in self.yaxis.majorTicks + self.yaxis.minorTicks: t.label1.set_va(vert1) t.label1.set_ha(horiz1) t.label2.set_va(vert2) t.label2.set_ha(horiz2) elif p.mode == 'zoom': startt, startr = p.trans_inverse.transform_point((p.x, p.y)) t, r = p.trans_inverse.transform_point((x, y)) dr = r - startr # Deal with r scale = r / startr self.set_rmax(p.rmax / scale) # to keep things all self contained, we can put aliases to the Polar classes # defined above. This isn't strictly necessary, but it makes some of the # code more readable (and provides a backwards compatible Polar API) PolarAxes.PolarTransform = PolarTransform PolarAxes.PolarAffine = PolarAffine PolarAxes.InvertedPolarTransform = InvertedPolarTransform PolarAxes.ThetaFormatter = ThetaFormatter PolarAxes.RadialLocator = RadialLocator # These are a couple of aborted attempts to project a polar plot using # cubic bezier curves. # def transform_path(self, path): # twopi = 2.0 * np.pi # halfpi = 0.5 * np.pi # vertices = path.vertices # t0 = vertices[0:-1, 0] # t1 = vertices[1: , 0] # td = np.where(t1 > t0, t1 - t0, twopi - (t0 - t1)) # maxtd = td.max() # interpolate = np.ceil(maxtd / halfpi) # if interpolate > 1.0: # vertices = self.interpolate(vertices, interpolate) # vertices = self.transform(vertices) # result = np.zeros((len(vertices) * 3 - 2, 2), np.float_) # codes = mpath.Path.CURVE4 * np.ones((len(vertices) * 3 - 2, ), mpath.Path.code_type) # result[0] = vertices[0] # codes[0] = mpath.Path.MOVETO # kappa = 4.0 * ((np.sqrt(2.0) - 1.0) / 3.0) # kappa = 0.5 # p0 = vertices[0:-1] # p1 = vertices[1: ] # x0 = p0[:, 0:1] # y0 = p0[:, 1: ] # b0 = ((y0 - x0) - y0) / ((x0 + y0) - x0) # a0 = y0 - b0*x0 # x1 = p1[:, 0:1] # y1 = p1[:, 1: ] # b1 = ((y1 - x1) - y1) / ((x1 + y1) - x1) # a1 = y1 - b1*x1 # x = -(a0-a1) / (b0-b1) # y = a0 + b0*x # xk = (x - x0) * kappa + x0 # yk = (y - y0) * kappa + y0 # result[1::3, 0:1] = xk # result[1::3, 1: ] = yk # xk = (x - x1) * kappa + x1 # yk = (y - y1) * kappa + y1 # result[2::3, 0:1] = xk # result[2::3, 1: ] = yk # result[3::3] = p1 # print vertices[-2:] # print result[-2:] # return mpath.Path(result, codes) # twopi = 2.0 * np.pi # halfpi = 0.5 * np.pi # vertices = path.vertices # t0 = vertices[0:-1, 0] # t1 = vertices[1: , 0] # td = np.where(t1 > t0, t1 - t0, twopi - (t0 - t1)) # maxtd = td.max() # interpolate = np.ceil(maxtd / halfpi) # print "interpolate", interpolate # if interpolate > 1.0: # vertices = self.interpolate(vertices, interpolate) # result = np.zeros((len(vertices) * 3 - 2, 2), np.float_) # codes = mpath.Path.CURVE4 * np.ones((len(vertices) * 3 - 2, ), mpath.Path.code_type) # result[0] = vertices[0] # codes[0] = mpath.Path.MOVETO # kappa = 4.0 * ((np.sqrt(2.0) - 1.0) / 3.0) # tkappa = np.arctan(kappa) # hyp_kappa = np.sqrt(kappa*kappa + 1.0) # t0 = vertices[0:-1, 0] # t1 = vertices[1: , 0] # r0 = vertices[0:-1, 1] # r1 = vertices[1: , 1] # td = np.where(t1 > t0, t1 - t0, twopi - (t0 - t1)) # td_scaled = td / (np.pi * 0.5) # rd = r1 - r0 # r0kappa = r0 * kappa * td_scaled # r1kappa = r1 * kappa * td_scaled # ravg_kappa = ((r1 + r0) / 2.0) * kappa * td_scaled # result[1::3, 0] = t0 + (tkappa * td_scaled) # result[1::3, 1] = r0*hyp_kappa # # result[1::3, 1] = r0 / np.cos(tkappa * td_scaled) # np.sqrt(r0*r0 + ravg_kappa*ravg_kappa) # result[2::3, 0] = t1 - (tkappa * td_scaled) # result[2::3, 1] = r1*hyp_kappa # # result[2::3, 1] = r1 / np.cos(tkappa * td_scaled) # np.sqrt(r1*r1 + ravg_kappa*ravg_kappa) # result[3::3, 0] = t1 # result[3::3, 1] = r1 # print vertices[:6], result[:6], t0[:6], t1[:6], td[:6], td_scaled[:6], tkappa # result = self.transform(result) # return mpath.Path(result, codes) # transform_path_non_affine = transform_path
mit
ericmjl/reassortment-simulation-and-reconstruction
simulator.py
1
15373
""" Author: Eric J. Ma Affiliation: Massachusetts Institute of Technology """ from Bio.Seq import Seq from Bio.SeqRecord import SeqRecord from Bio import SeqIO from Bio.Alphabet import IUPAC from random import randint from Levenshtein import distance from copy import deepcopy import networkx as nx class Simulator(object): """The Simulator class defines how a simulation run happens.""" def __init__(self): """ Initialize the simulator. ATTRIBUTES: - INT: current_time The current time in the simulator. It is initialized to 0, and can be reset to 0 using the reset() function. - LIST: pathogens A list of pathogens currently present in the simulator. It is initialized to an empty list, and can be rest to an empty list using the reset() function. """ super(Simulator, self).__init__() self.current_time = 0 self.pathogens = [] self.node_draw_positions = None # All the properties that need to be pre-computed are initialized to None here first. They are computed once. self._reassortant_edges = None self._relabeled_transmission_graph = None self._full_transmission_graph = None self._full_transmission_paths = None self._transmission_paths = None self._transmission_graph = None def increment_timestep(self): """ This is the customizable part of the simulator. In the actual simulation code, one has to subclass the Simulator and implement increment_timestep. All other methods are available to the subclass. NOTE: self.current_time is set in the run() function, not in the increment_timestep() function. Do not change that logic here. """ pass def run(self, timesteps): """ This method runs the simulation for as many timesteps are specified. Nothing is returned. INPUTS: - INT: timesteps The number of time steps that the simulation has to run. """ for i in range(1, timesteps): self.current_time = i self.increment_timestep() def reset(self): """ This resets the Simulator object by setting: - self.current_time: 0 - self.pathogens: [] #empty list """ self.current_time = 0 self.pathogens = [] def add_pathogens(self, pathogens): """ This method takes in a list of pathogens and adds it to the current list of pathogens in the simulation. INPUTS: - ITERABLE: pathogens A list of Pathogen objects that will be added to self.pathogens """ self.pathogens.extend(pathogens) def write_sequences(self, outfile_name, folder_name=None): """ This method writes the sequences of every Pathogen object to a single FASTA file. INPUTS: - STRING: outfile_name The desired filename, without the ".fasta" extension. - STRING: folder_name (optional) The folder in which the FASTA files are going to be stored """ sequences = [] for pathogen in self.pathogens: creation_time = pathogen.creation_time for segment in pathogen.segments: segment_number = segment.segment_number sequence_string = Seq(segment.compute_sequence()) id_tuple = (pathogen.id, segment_number, creation_time) sequence = SeqRecord(sequence_string, id="%s|%s|%s" % id_tuple) sequences.append(sequence) if folder_name == None: output_handle = open('%s.fasta' % outfile_name, 'w+') else: output_handle = open('%s/%s.fasta' % (folder_name, outfile_name), \ 'w+') SeqIO.write(sequences, output_handle, 'fasta') output_handle.close() @property def transmission_graph(self): """ This method creates the ground truth transmission graph in memory. NOTE: The data structure of the edges has to match the data structure of the edges in the reconstruction. As of 27 June 2014, Reconstructor graph edges have the following dictionary attributes: - 'segments' = [1, 4] (LIST: INT segment numbers) - 'weight' = 9 (INT Levenshtein distance between two isolates) NOTE: To draw to screen, call on draw_transmission_graph(). NOTE: We have defined a few helper functions to get the sequences of each segment in a pathogen. """ #################### BEGIN HELPER FUNCTIONS ########################### def edge_levenshtein_distance(parent, progeny, segments): """ This method computes the total Levenshtein distance over all segments that were transmitted from parent to progeny. The parent and progeny are Pathogen objects, and segments is a list of integer numbers. """ lev_dist = 0 for segment in segments: lev_dist += segment_levdist(parent, progeny, segment) return lev_dist def segment_levdist(pathogen1, pathogen2, segment_number): """ This method returns the Levenshtein distance between two pathogens' stipulated segment. """ # Get the sequence for each of the segments segment1 = pathogen1.get_segment(segment_number).compute_sequence() segment2 = pathogen2.get_segment(segment_number).compute_sequence() # Compute the Levenshtein distance lev_dist = distance(segment1, segment2) return lev_dist #################### END HELPER FUNCTIONS ############################# #################### BEGIN MAIN LOGIC ################################# if self._transmission_graph == None: transmission_graph = nx.DiGraph() for pathogen in self.pathogens: transmission_graph.add_node(pathogen, \ creation_time=pathogen.creation_time) # Pass if the parent is empty - this means that the pathogen was a seed pathogen if len(pathogen.parent) == 0: pass # Otherwise, add each edge with the weight. else: for parent, segments in pathogen.parent.items(): if len(segments) != 0: weight = edge_levenshtein_distance(parent, pathogen, segments) transmission_graph.add_edge(parent, pathogen, weight=weight, segments=segments) self._transmission_graph = transmission_graph return self._transmission_graph #################### END MAIN LOGIC ################################### def draw_transmission_graph(self, positions=False): """ This method draws the transmission graph to the screen using matplotlib. INPUTS: - BOOLEAN: positions If False: the circular layout will be drawn. If True: nodes will be restricted in the x-axis. """ # Step 1: Guarantee that transmission_graph is made. transmission_graph = deepcopy(self.relabeled_transmission_graph) # Step 2: Draw the graph according to the time-restricted layout or # circular layout. if positions == False: nx.draw_circular(transmission_graph) if positions == True: if self.node_draw_positions == None: positions = dict() for pathogen in self.pathogens: positions[str(pathogen)] = (pathogen.creation_time, randint(0, 20)) self.node_draw_positions = positions nx.draw(transmission_graph, pos=self.node_draw_positions) def write_transmission_graph(self, outfile_name, folder_name=None): """ This method writes the ground truth transmission network as a NetworkX pickle file. INPUTS: - STRING: outfile_name The desired filename, without the ".gpickle" extension. - STRING: folder_name (optional) The folder in which the networkX gpickle files are going to be stored """ transmission_graph = deepcopy(self.transmission_graph) if folder_name == None: output_handle = open('%s.gpickle' % outfile_name, 'w+') else: output_handle = open('%s/%s.gpickle' % (folder_name, outfile_name)\ , 'w+') nx.write_gpickle(transmission_graph, output_handle) def reassortants(self): """ This method will return the reassortant pathogens that are present in the simulation. The reassortant pathogens are identifiable using their is_reassortant() function. """ reassortants = [] for pathogen in self.pathogens: if pathogen.is_reassorted(): reassortants.append(pathogen) return reassortants @property def reassortant_edges(self): """ This method will return the edges that connect to reassortants as a list. """ if self._reassortant_edges == None: edges = [] for reassortant in self.reassortants(): in_edges = \ self.relabeled_transmission_graph.in_edges(str(reassortant), data=True) edges.extend(in_edges) # for edge in in_edges: # edges.append(edge) self._reassortant_edges = edges return self._reassortant_edges @property def relabeled_transmission_graph(self): """ This method will return a relabeled_transmission_graph, with the nodes relabeled as strings rather than pathogen objects. """ if self._relabeled_transmission_graph == None: # Call on.transmission_graph to guarantee that the graph is # created. transmission_graph = deepcopy(self.transmission_graph) # Create mapping from object to string mapping = dict() for node in transmission_graph.nodes(): mapping[node] = str(node) # Relabel the transmission graph in a copy of the transmission graph relabeled = nx.relabel_nodes(transmission_graph, mapping) self._relabeled_transmission_graph = relabeled return self._relabeled_transmission_graph @property def full_transmission_graph(self): """ This method will generate the full transmission graph from the relabeled transmission graph. This is done by iterating over the edges present in the graph. If the progeny node in the edge is a reassortant, then remove the edge. Otherwise, pass. """ if self._full_transmission_graph == None: # Call on relabel_transmission_graph() to guarantee that the graph is # created. full_graph = deepcopy(self.relabeled_transmission_graph) # Identify the reassortants, and then recast them as a list of # strings, rather than a list of objects. reassortants = self.reassortants() reassortants = [str(item) for item in reassortants] for edge in full_graph.edges(): progeny = edge[1] # This is the criteria for removal of an edge. If the progeny node # is a reassortant, then the edge is not a full transmission edge. # Therefore, the progeny node should not be in reassortant for the # edge to be kept. Otherwise, the edge is removed. if progeny in reassortants: full_graph.remove_edge(edge[0], edge[1]) else: pass self._full_transmission_graph = full_graph return self._full_transmission_graph @property def full_transmission_paths(self): """ This method will update and return the set of full transmission paths between all nodes present in the simulation. The exact structure is a disjoint set. We first create a singleton set for each node in the transmission graph. We then iterate over each edge and union the sets containing the nodes. NOTE: We are going to use the relabeled transmission graph in this case, rather than the original transmission graph, as this will yield a set of strings that can be compared with the reconstruction, which also uses strings as node labels. OUTPUTS: - LIST of SETS: paths A list of disjoint sets, for which in each set, a path exists between each of the nodes. """ if self._full_transmission_paths == None: full_graph = self.full_transmission_graph paths = identify_paths(full_graph) self._full_transmission_paths = paths return self._full_transmission_paths def full_transmission_path_exists(self, node1, node2): """ This method will return True if a full transmission path exists between two nodes. INPUTS: - STRING: node1, node2 The nodes that we are using for path identification are strings. Therefore, node1 and node2 are strings. They are the labels of the nodes present in the graph. OUTPUTS: - BOOLEAN result that tells us if a path exists between the two nodes. """ boolean = False paths = self.full_transmission_paths for path in paths: if node1 in path and node2 in path: boolean = True break return boolean def segment_transmission_graph(self, segment): """ This method will iterate over all of the edges in the relabeled transmission graph, and if the edge's segment attribute does not contian the segment specified, then the edge will be removed. INPUTS: - INTEGER: segment The segment number for which we want the segment transmission graph. OUTPUTS: - NETWORKX DIGRAPH: seg_graph The segment transmission graph. """ seg_graph = deepcopy(self.relabeled_transmission_graph) for edge in seg_graph.edges(data=True): if segment not in edge[2]['segments']: seg_graph.remove_edge(edge[0], edge[1]) return seg_graph def segment_transmission_paths(self, segment): """ This method will return the segment transmission paths for a specified segment. INPUTS: - INTEGER: segment An integer that specifies the segment for which the transmission paths are to be found. OUTPUTS: - LIST of SETS: paths A list of disjoint sets that describes which nodes are connected by paths. """ seg_graph = self.segment_transmission_graph(segment=segment) paths = identify_paths(seg_graph) return paths def segment_transmission_path_exists(self, node1, node2, segment): """ This method will return True if a full transmission path exists between two nodes. INPUTS: - STRING: node1, node2 The nodes that we are using for path identification are strings. Therefore, node1 and node2 are strings. They are the labels of the nodes present in the graph. - INTEGER: segment The segment number for which we want to know the segment transmission path. OUTPUTS: - BOOLEAN result that tells us if a path exists between the two nodes. """ boolean = False paths = self.segment_transmission_paths(segment=segment) for path in paths: if node1 in path and node2 in path: boolean = True break return boolean #################### BEGIN HELPER METHODS FOR PATH FINDING #################### def identify_paths(graph): """ This method takes in a graph and returns a list of sets that identify which nodes have a path between them. INPUTS: - NETWORKX GRAPH: graph The graph on which paths are to be found. OUTPUTS: - LIST of SETS: paths A list of sets in which nodes that are within the same set have a path between them. """ paths = [] # Step 1: Initialize singleton sets for each of the nodes in the # transmission graph. for node in graph.nodes(): paths.append(set([node])) # Step 2: Iterate over all the edges. Find the sets that contain the # two nodes, and union them. for edge in graph.edges(): path1 = find_set_with_element(paths, edge[0]) path2 = find_set_with_element(paths, edge[1]) if path1 != path2: new_path = path1.union(path2) paths.pop(paths.index(path1)) paths.pop(paths.index(path2)) paths.append(new_path) return paths def find_set_with_element(paths, element): """ This method will return the set that contains the specified element. INPUTS: - LIST of SETS: paths A list of sets in which nodes that are within the same set have a path between them. - NODE: element A node within a NetworkX graph. OUTPUTS: - SET: path The set of nodes that are connected with each other that contains the query node 'element'. """ for path in paths: if element in path: return path #################### END HELPER METHODS FOR PATH FINDING ######################
mit
soulmachine/scikit-learn
examples/semi_supervised/plot_label_propagation_digits_active_learning.py
294
3417
""" ======================================== Label Propagation digits active learning ======================================== Demonstrates an active learning technique to learn handwritten digits using label propagation. We start by training a label propagation model with only 10 labeled points, then we select the top five most uncertain points to label. Next, we train with 15 labeled points (original 10 + 5 new ones). We repeat this process four times to have a model trained with 30 labeled examples. A plot will appear showing the top 5 most uncertain digits for each iteration of training. These may or may not contain mistakes, but we will train the next model with their true labels. """ print(__doc__) # Authors: Clay Woolam <[email protected]> # Licence: BSD import numpy as np import matplotlib.pyplot as plt from scipy import stats from sklearn import datasets from sklearn.semi_supervised import label_propagation from sklearn.metrics import classification_report, confusion_matrix digits = datasets.load_digits() rng = np.random.RandomState(0) indices = np.arange(len(digits.data)) rng.shuffle(indices) X = digits.data[indices[:330]] y = digits.target[indices[:330]] images = digits.images[indices[:330]] n_total_samples = len(y) n_labeled_points = 10 unlabeled_indices = np.arange(n_total_samples)[n_labeled_points:] f = plt.figure() for i in range(5): y_train = np.copy(y) y_train[unlabeled_indices] = -1 lp_model = label_propagation.LabelSpreading(gamma=0.25, max_iter=5) lp_model.fit(X, y_train) predicted_labels = lp_model.transduction_[unlabeled_indices] true_labels = y[unlabeled_indices] cm = confusion_matrix(true_labels, predicted_labels, labels=lp_model.classes_) print('Iteration %i %s' % (i, 70 * '_')) print("Label Spreading model: %d labeled & %d unlabeled (%d total)" % (n_labeled_points, n_total_samples - n_labeled_points, n_total_samples)) print(classification_report(true_labels, predicted_labels)) print("Confusion matrix") print(cm) # compute the entropies of transduced label distributions pred_entropies = stats.distributions.entropy( lp_model.label_distributions_.T) # select five digit examples that the classifier is most uncertain about uncertainty_index = uncertainty_index = np.argsort(pred_entropies)[-5:] # keep track of indices that we get labels for delete_indices = np.array([]) f.text(.05, (1 - (i + 1) * .183), "model %d\n\nfit with\n%d labels" % ((i + 1), i * 5 + 10), size=10) for index, image_index in enumerate(uncertainty_index): image = images[image_index] sub = f.add_subplot(5, 5, index + 1 + (5 * i)) sub.imshow(image, cmap=plt.cm.gray_r) sub.set_title('predict: %i\ntrue: %i' % ( lp_model.transduction_[image_index], y[image_index]), size=10) sub.axis('off') # labeling 5 points, remote from labeled set delete_index, = np.where(unlabeled_indices == image_index) delete_indices = np.concatenate((delete_indices, delete_index)) unlabeled_indices = np.delete(unlabeled_indices, delete_indices) n_labeled_points += 5 f.suptitle("Active learning with Label Propagation.\nRows show 5 most " "uncertain labels to learn with the next model.") plt.subplots_adjust(0.12, 0.03, 0.9, 0.8, 0.2, 0.45) plt.show()
bsd-3-clause
adamgreenhall/scikit-learn
examples/gaussian_process/plot_gp_probabilistic_classification_after_regression.py
252
3490
#!/usr/bin/python # -*- coding: utf-8 -*- """ ============================================================================== Gaussian Processes classification example: exploiting the probabilistic output ============================================================================== A two-dimensional regression exercise with a post-processing allowing for probabilistic classification thanks to the Gaussian property of the prediction. The figure illustrates the probability that the prediction is negative with respect to the remaining uncertainty in the prediction. The red and blue lines corresponds to the 95% confidence interval on the prediction of the zero level set. """ print(__doc__) # Author: Vincent Dubourg <[email protected]> # Licence: BSD 3 clause import numpy as np from scipy import stats from sklearn.gaussian_process import GaussianProcess from matplotlib import pyplot as pl from matplotlib import cm # Standard normal distribution functions phi = stats.distributions.norm().pdf PHI = stats.distributions.norm().cdf PHIinv = stats.distributions.norm().ppf # A few constants lim = 8 def g(x): """The function to predict (classification will then consist in predicting whether g(x) <= 0 or not)""" return 5. - x[:, 1] - .5 * x[:, 0] ** 2. # Design of experiments X = np.array([[-4.61611719, -6.00099547], [4.10469096, 5.32782448], [0.00000000, -0.50000000], [-6.17289014, -4.6984743], [1.3109306, -6.93271427], [-5.03823144, 3.10584743], [-2.87600388, 6.74310541], [5.21301203, 4.26386883]]) # Observations y = g(X) # Instanciate and fit Gaussian Process Model gp = GaussianProcess(theta0=5e-1) # Don't perform MLE or you'll get a perfect prediction for this simple example! gp.fit(X, y) # Evaluate real function, the prediction and its MSE on a grid res = 50 x1, x2 = np.meshgrid(np.linspace(- lim, lim, res), np.linspace(- lim, lim, res)) xx = np.vstack([x1.reshape(x1.size), x2.reshape(x2.size)]).T y_true = g(xx) y_pred, MSE = gp.predict(xx, eval_MSE=True) sigma = np.sqrt(MSE) y_true = y_true.reshape((res, res)) y_pred = y_pred.reshape((res, res)) sigma = sigma.reshape((res, res)) k = PHIinv(.975) # Plot the probabilistic classification iso-values using the Gaussian property # of the prediction fig = pl.figure(1) ax = fig.add_subplot(111) ax.axes.set_aspect('equal') pl.xticks([]) pl.yticks([]) ax.set_xticklabels([]) ax.set_yticklabels([]) pl.xlabel('$x_1$') pl.ylabel('$x_2$') cax = pl.imshow(np.flipud(PHI(- y_pred / sigma)), cmap=cm.gray_r, alpha=0.8, extent=(- lim, lim, - lim, lim)) norm = pl.matplotlib.colors.Normalize(vmin=0., vmax=0.9) cb = pl.colorbar(cax, ticks=[0., 0.2, 0.4, 0.6, 0.8, 1.], norm=norm) cb.set_label('${\\rm \mathbb{P}}\left[\widehat{G}(\mathbf{x}) \leq 0\\right]$') pl.plot(X[y <= 0, 0], X[y <= 0, 1], 'r.', markersize=12) pl.plot(X[y > 0, 0], X[y > 0, 1], 'b.', markersize=12) cs = pl.contour(x1, x2, y_true, [0.], colors='k', linestyles='dashdot') cs = pl.contour(x1, x2, PHI(- y_pred / sigma), [0.025], colors='b', linestyles='solid') pl.clabel(cs, fontsize=11) cs = pl.contour(x1, x2, PHI(- y_pred / sigma), [0.5], colors='k', linestyles='dashed') pl.clabel(cs, fontsize=11) cs = pl.contour(x1, x2, PHI(- y_pred / sigma), [0.975], colors='r', linestyles='solid') pl.clabel(cs, fontsize=11) pl.show()
bsd-3-clause
fengzhyuan/scikit-learn
sklearn/svm/setup.py
321
3157
import os from os.path import join import numpy from sklearn._build_utils import get_blas_info def configuration(parent_package='', top_path=None): from numpy.distutils.misc_util import Configuration config = Configuration('svm', parent_package, top_path) config.add_subpackage('tests') # Section LibSVM # we compile both libsvm and libsvm_sparse config.add_library('libsvm-skl', sources=[join('src', 'libsvm', 'libsvm_template.cpp')], depends=[join('src', 'libsvm', 'svm.cpp'), join('src', 'libsvm', 'svm.h')], # Force C++ linking in case gcc is picked up instead # of g++ under windows with some versions of MinGW extra_link_args=['-lstdc++'], ) libsvm_sources = ['libsvm.c'] libsvm_depends = [join('src', 'libsvm', 'libsvm_helper.c'), join('src', 'libsvm', 'libsvm_template.cpp'), join('src', 'libsvm', 'svm.cpp'), join('src', 'libsvm', 'svm.h')] config.add_extension('libsvm', sources=libsvm_sources, include_dirs=[numpy.get_include(), join('src', 'libsvm')], libraries=['libsvm-skl'], depends=libsvm_depends, ) ### liblinear module cblas_libs, blas_info = get_blas_info() if os.name == 'posix': cblas_libs.append('m') liblinear_sources = ['liblinear.c', join('src', 'liblinear', '*.cpp')] liblinear_depends = [join('src', 'liblinear', '*.h'), join('src', 'liblinear', 'liblinear_helper.c')] config.add_extension('liblinear', sources=liblinear_sources, libraries=cblas_libs, include_dirs=[join('..', 'src', 'cblas'), numpy.get_include(), blas_info.pop('include_dirs', [])], extra_compile_args=blas_info.pop('extra_compile_args', []), depends=liblinear_depends, # extra_compile_args=['-O0 -fno-inline'], ** blas_info) ## end liblinear module # this should go *after* libsvm-skl libsvm_sparse_sources = ['libsvm_sparse.c'] config.add_extension('libsvm_sparse', libraries=['libsvm-skl'], sources=libsvm_sparse_sources, include_dirs=[numpy.get_include(), join("src", "libsvm")], depends=[join("src", "libsvm", "svm.h"), join("src", "libsvm", "libsvm_sparse_helper.c")]) return config if __name__ == '__main__': from numpy.distutils.core import setup setup(**configuration(top_path='').todict())
bsd-3-clause
copperwire/SIMS
plotting/plotting_module.py
1
1820
from file_handler import file_handler import matplotlib.pyplot as plt from mpl_toolkits.axes_grid1 import host_subplot import mpl_toolkits.axisartist as AA import numpy as np class plotter: def __init__(self, filename): self.filename = filename def pathfinder(self): """Find full path to filename """ def plot_machine(self): class_instance = file_handler(self.filename) class_instance.file_iteration() data_sets = class_instance.data_conversion() names = getattr(class_instance, "substances") if len(names) > 2: host = host_subplot(111, axes_class = AA.Axes) plt.subplots_adjust(right = 0.75) par1 = host.twinx() par2 = host.twinx() host.set_yscale("log") par1.set_yscale("log") par2.set_yscale("log") offset = 60 new_fixed_axis = par2.get_grid_helper().new_fixed_axis par2.axis["right"] = new_fixed_axis(loc="right", axes=par2, offset=(offset, 0)) par2.axis["right"].toggle(all = True) host.set_xlabel(data_sets[0]["x_unit"]) plotty_things = [host, par1, par2] for data_set, name, things in zip(data_sets, names, plotty_things): x_val = data_set["data"]["x"] y_val = data_set["data"]["y"] x_unit = data_set["x_unit"] y_unit = data_set["y_unit"] things.set_ylabel(y_unit) things.plot(x_val, y_val, label = data_set["sample element"]) plt.legend() plt.show() else: data_set = data_sets[0] x_val = data_set["data"][0] y_val = data_set["data"][1] x_val = x_val.copy(order = "C") x_unit = data_set["x_unit"] y_unit = data_set["y_unit"] plt.semilogy(x_val, y_val, label = data_set["sample info"][2], nonposy = "clip") plt.xlabel(x_unit) plt.ylabel(y_unit) plt.legend() plt.show()
cc0-1.0
jjx02230808/project0223
examples/decomposition/plot_pca_vs_lda.py
176
2027
""" ======================================================= Comparison of LDA and PCA 2D projection of Iris dataset ======================================================= The Iris dataset represents 3 kind of Iris flowers (Setosa, Versicolour and Virginica) with 4 attributes: sepal length, sepal width, petal length and petal width. Principal Component Analysis (PCA) applied to this data identifies the combination of attributes (principal components, or directions in the feature space) that account for the most variance in the data. Here we plot the different samples on the 2 first principal components. Linear Discriminant Analysis (LDA) tries to identify attributes that account for the most variance *between classes*. In particular, LDA, in contrast to PCA, is a supervised method, using known class labels. """ print(__doc__) import matplotlib.pyplot as plt from sklearn import datasets from sklearn.decomposition import PCA from sklearn.discriminant_analysis import LinearDiscriminantAnalysis iris = datasets.load_iris() X = iris.data y = iris.target target_names = iris.target_names pca = PCA(n_components=2) X_r = pca.fit(X).transform(X) lda = LinearDiscriminantAnalysis(n_components=2) X_r2 = lda.fit(X, y).transform(X) # Percentage of variance explained for each components print('explained variance ratio (first two components): %s' % str(pca.explained_variance_ratio_)) plt.figure() colors = ['navy', 'turquoise', 'darkorange'] lw = 2 for color, i, target_name in zip(colors, [0, 1, 2], target_names): plt.scatter(X_r[y == i, 0], X_r[y == i, 1], color=color, alpha=.8, lw=lw, label=target_name) plt.legend(loc='best', shadow=False, scatterpoints=1) plt.title('PCA of IRIS dataset') plt.figure() for color, i, target_name in zip(colors, [0, 1, 2], target_names): plt.scatter(X_r2[y == i, 0], X_r2[y == i, 1], alpha=.8, color=color, label=target_name) plt.legend(loc='best', shadow=False, scatterpoints=1) plt.title('LDA of IRIS dataset') plt.show()
bsd-3-clause
oscarbranson/apt-tools
notebooks/apt_importers.py
1
4962
import pandas as pd import struct def read_pos(f): """ Loads an APT .pos file as a pandas dataframe. Columns: x: Reconstructed x position y: Reconstructed y position z: Reconstructed z position Da: mass/charge ratio of ion""" # read in the data n = len(file(f).read())/4 d = struct.unpack('>'+'f'*n,file(f).read(4*n)) # '>' denotes 'big-endian' byte order # unpack data pos = pd.DataFrame({'x': d[0::4], 'y': d[1::4], 'z': d[2::4], 'Da': d[3::4]}) return pos def read_epos(f): """Loads an APT .epos file as a pandas dataframe. Columns: x: Reconstructed x position y: Reconstructed y position z: Reconstructed z position Da: Mass/charge ratio of ion ns: Ion Time Of Flight DC_kV: Potential pulse_kV: Size of voltage pulse (voltage pulsing mode only) det_x: Detector x position det_y: Detector y position pslep: Pulses since last event pulse (i.e. ionisation rate) ipp: Ions per pulse (multihits) [x,y,z,Da,ns,DC_kV,pulse_kV,det_x,det_y,pslep,ipp]. pslep = pulses since last event pulse ipp = ions per pulse When more than one ion is recorded for a given pulse, only the first event will have an entry in the "Pulses since last evenT pulse" column. Each subsequent event for that pulse will have an entry of zero because no additional pulser firings occurred before that event was recorded. Likewise, the "Ions Per Pulse" column will contain the total number of recorded ion events for a given pulse. This is normally one, but for a sequence of records a pulse with multiply recorded ions, the first ion record will have the total number of ions measured in that pulse, while the remaining records for that pulse will have 0 for the Ions Per Pulse value. ~ Appendix A of 'Atom Probe tomography: A Users Guide', notes on ePOS format.""" # read in the data n = len(file(f).read())/4 rs = n / 11 d = struct.unpack('>'+'fffffffffII'*rs,file(f).read(4*n)) # '>' denotes 'big-endian' byte order # unpack data pos = pd.DataFrame({'x': d[0::11], 'y': d[1::11], 'z': d[2::11], 'Da': d[3::11], 'ns': d[4::11], 'DC_kV': d[5::11], 'pulse_kV': d[6::11], 'det_x': d[7::11], 'det_y': d[8::11], 'pslep': d[9::11], # pulses since last event pulse 'ipp': d[10::11]}) # ions per pulse return pos def read_rrng(f): """Loads a .rrng file produced by IVAS. Returns two dataframes of 'ions' and 'ranges'.""" import re rf = open(f,'r').readlines() patterns = re.compile(r'Ion([0-9]+)=([A-Za-z0-9]+).*|Range([0-9]+)=(\d+.\d+) +(\d+.\d+) +Vol:(\d+.\d+) +([A-Za-z:0-9 ]+) +Color:([A-Z0-9]{6})') ions = [] rrngs = [] for line in rf: m = patterns.search(line) if m: if m.groups()[0] is not None: ions.append(m.groups()[:2]) else: rrngs.append(m.groups()[2:]) ions = pd.DataFrame(ions, columns=['number','name']) ions.set_index('number',inplace=True) rrngs = pd.DataFrame(rrngs, columns=['number','lower','upper','vol','comp','colour']) rrngs.set_index('number',inplace=True) rrngs[['lower','upper','vol']] = rrngs[['lower','upper','vol']].astype(float) rrngs[['comp','colour']] = rrngs[['comp','colour']].astype(str) return ions,rrngs def label_ions(pos,rrngs): """labels ions in a .pos or .epos dataframe (anything with a 'Da' column) with composition and colour, based on an imported .rrng file.""" pos['comp'] = '' pos['colour'] = '#FFFFFF' for n,r in rrngs.iterrows(): pos.loc[(pos.Da >= r.lower) & (pos.Da <= r.upper),['comp','colour']] = [r['comp'],'#' + r['colour']] return pos def deconvolve(lpos): """Takes a composition-labelled pos file, and deconvolves the complex ions. Produces a dataframe of the same input format with the extra columns: 'element': element name 'n': stoichiometry For complex ions, the location of the different components is not altered - i.e. xyz position will be the same for several elements.""" import re out = [] pattern = re.compile(r'([A-Za-z]+):([0-9]+)') for g,d in lpos.groupby('comp'): if g is not '': for i in range(len(g.split(' '))): tmp = d.copy() cn = pattern.search(g.split(' ')[i]).groups() tmp['element'] = cn[0] tmp['n'] = cn[1] out.append(tmp.copy()) return pd.concat(out)
gpl-2.0
harshaneelhg/scikit-learn
examples/applications/plot_out_of_core_classification.py
255
13919
""" ====================================================== Out-of-core classification of text documents ====================================================== This is an example showing how scikit-learn can be used for classification using an out-of-core approach: learning from data that doesn't fit into main memory. We make use of an online classifier, i.e., one that supports the partial_fit method, that will be fed with batches of examples. To guarantee that the features space remains the same over time we leverage a HashingVectorizer that will project each example into the same feature space. This is especially useful in the case of text classification where new features (words) may appear in each batch. The dataset used in this example is Reuters-21578 as provided by the UCI ML repository. It will be automatically downloaded and uncompressed on first run. The plot represents the learning curve of the classifier: the evolution of classification accuracy over the course of the mini-batches. Accuracy is measured on the first 1000 samples, held out as a validation set. To limit the memory consumption, we queue examples up to a fixed amount before feeding them to the learner. """ # Authors: Eustache Diemert <[email protected]> # @FedericoV <https://github.com/FedericoV/> # License: BSD 3 clause from __future__ import print_function from glob import glob import itertools import os.path import re import tarfile import time import numpy as np import matplotlib.pyplot as plt from matplotlib import rcParams from sklearn.externals.six.moves import html_parser from sklearn.externals.six.moves import urllib from sklearn.datasets import get_data_home from sklearn.feature_extraction.text import HashingVectorizer from sklearn.linear_model import SGDClassifier from sklearn.linear_model import PassiveAggressiveClassifier from sklearn.linear_model import Perceptron from sklearn.naive_bayes import MultinomialNB def _not_in_sphinx(): # Hack to detect whether we are running by the sphinx builder return '__file__' in globals() ############################################################################### # Reuters Dataset related routines ############################################################################### class ReutersParser(html_parser.HTMLParser): """Utility class to parse a SGML file and yield documents one at a time.""" def __init__(self, encoding='latin-1'): html_parser.HTMLParser.__init__(self) self._reset() self.encoding = encoding def handle_starttag(self, tag, attrs): method = 'start_' + tag getattr(self, method, lambda x: None)(attrs) def handle_endtag(self, tag): method = 'end_' + tag getattr(self, method, lambda: None)() def _reset(self): self.in_title = 0 self.in_body = 0 self.in_topics = 0 self.in_topic_d = 0 self.title = "" self.body = "" self.topics = [] self.topic_d = "" def parse(self, fd): self.docs = [] for chunk in fd: self.feed(chunk.decode(self.encoding)) for doc in self.docs: yield doc self.docs = [] self.close() def handle_data(self, data): if self.in_body: self.body += data elif self.in_title: self.title += data elif self.in_topic_d: self.topic_d += data def start_reuters(self, attributes): pass def end_reuters(self): self.body = re.sub(r'\s+', r' ', self.body) self.docs.append({'title': self.title, 'body': self.body, 'topics': self.topics}) self._reset() def start_title(self, attributes): self.in_title = 1 def end_title(self): self.in_title = 0 def start_body(self, attributes): self.in_body = 1 def end_body(self): self.in_body = 0 def start_topics(self, attributes): self.in_topics = 1 def end_topics(self): self.in_topics = 0 def start_d(self, attributes): self.in_topic_d = 1 def end_d(self): self.in_topic_d = 0 self.topics.append(self.topic_d) self.topic_d = "" def stream_reuters_documents(data_path=None): """Iterate over documents of the Reuters dataset. The Reuters archive will automatically be downloaded and uncompressed if the `data_path` directory does not exist. Documents are represented as dictionaries with 'body' (str), 'title' (str), 'topics' (list(str)) keys. """ DOWNLOAD_URL = ('http://archive.ics.uci.edu/ml/machine-learning-databases/' 'reuters21578-mld/reuters21578.tar.gz') ARCHIVE_FILENAME = 'reuters21578.tar.gz' if data_path is None: data_path = os.path.join(get_data_home(), "reuters") if not os.path.exists(data_path): """Download the dataset.""" print("downloading dataset (once and for all) into %s" % data_path) os.mkdir(data_path) def progress(blocknum, bs, size): total_sz_mb = '%.2f MB' % (size / 1e6) current_sz_mb = '%.2f MB' % ((blocknum * bs) / 1e6) if _not_in_sphinx(): print('\rdownloaded %s / %s' % (current_sz_mb, total_sz_mb), end='') archive_path = os.path.join(data_path, ARCHIVE_FILENAME) urllib.request.urlretrieve(DOWNLOAD_URL, filename=archive_path, reporthook=progress) if _not_in_sphinx(): print('\r', end='') print("untarring Reuters dataset...") tarfile.open(archive_path, 'r:gz').extractall(data_path) print("done.") parser = ReutersParser() for filename in glob(os.path.join(data_path, "*.sgm")): for doc in parser.parse(open(filename, 'rb')): yield doc ############################################################################### # Main ############################################################################### # Create the vectorizer and limit the number of features to a reasonable # maximum vectorizer = HashingVectorizer(decode_error='ignore', n_features=2 ** 18, non_negative=True) # Iterator over parsed Reuters SGML files. data_stream = stream_reuters_documents() # We learn a binary classification between the "acq" class and all the others. # "acq" was chosen as it is more or less evenly distributed in the Reuters # files. For other datasets, one should take care of creating a test set with # a realistic portion of positive instances. all_classes = np.array([0, 1]) positive_class = 'acq' # Here are some classifiers that support the `partial_fit` method partial_fit_classifiers = { 'SGD': SGDClassifier(), 'Perceptron': Perceptron(), 'NB Multinomial': MultinomialNB(alpha=0.01), 'Passive-Aggressive': PassiveAggressiveClassifier(), } def get_minibatch(doc_iter, size, pos_class=positive_class): """Extract a minibatch of examples, return a tuple X_text, y. Note: size is before excluding invalid docs with no topics assigned. """ data = [(u'{title}\n\n{body}'.format(**doc), pos_class in doc['topics']) for doc in itertools.islice(doc_iter, size) if doc['topics']] if not len(data): return np.asarray([], dtype=int), np.asarray([], dtype=int) X_text, y = zip(*data) return X_text, np.asarray(y, dtype=int) def iter_minibatches(doc_iter, minibatch_size): """Generator of minibatches.""" X_text, y = get_minibatch(doc_iter, minibatch_size) while len(X_text): yield X_text, y X_text, y = get_minibatch(doc_iter, minibatch_size) # test data statistics test_stats = {'n_test': 0, 'n_test_pos': 0} # First we hold out a number of examples to estimate accuracy n_test_documents = 1000 tick = time.time() X_test_text, y_test = get_minibatch(data_stream, 1000) parsing_time = time.time() - tick tick = time.time() X_test = vectorizer.transform(X_test_text) vectorizing_time = time.time() - tick test_stats['n_test'] += len(y_test) test_stats['n_test_pos'] += sum(y_test) print("Test set is %d documents (%d positive)" % (len(y_test), sum(y_test))) def progress(cls_name, stats): """Report progress information, return a string.""" duration = time.time() - stats['t0'] s = "%20s classifier : \t" % cls_name s += "%(n_train)6d train docs (%(n_train_pos)6d positive) " % stats s += "%(n_test)6d test docs (%(n_test_pos)6d positive) " % test_stats s += "accuracy: %(accuracy).3f " % stats s += "in %.2fs (%5d docs/s)" % (duration, stats['n_train'] / duration) return s cls_stats = {} for cls_name in partial_fit_classifiers: stats = {'n_train': 0, 'n_train_pos': 0, 'accuracy': 0.0, 'accuracy_history': [(0, 0)], 't0': time.time(), 'runtime_history': [(0, 0)], 'total_fit_time': 0.0} cls_stats[cls_name] = stats get_minibatch(data_stream, n_test_documents) # Discard test set # We will feed the classifier with mini-batches of 1000 documents; this means # we have at most 1000 docs in memory at any time. The smaller the document # batch, the bigger the relative overhead of the partial fit methods. minibatch_size = 1000 # Create the data_stream that parses Reuters SGML files and iterates on # documents as a stream. minibatch_iterators = iter_minibatches(data_stream, minibatch_size) total_vect_time = 0.0 # Main loop : iterate on mini-batchs of examples for i, (X_train_text, y_train) in enumerate(minibatch_iterators): tick = time.time() X_train = vectorizer.transform(X_train_text) total_vect_time += time.time() - tick for cls_name, cls in partial_fit_classifiers.items(): tick = time.time() # update estimator with examples in the current mini-batch cls.partial_fit(X_train, y_train, classes=all_classes) # accumulate test accuracy stats cls_stats[cls_name]['total_fit_time'] += time.time() - tick cls_stats[cls_name]['n_train'] += X_train.shape[0] cls_stats[cls_name]['n_train_pos'] += sum(y_train) tick = time.time() cls_stats[cls_name]['accuracy'] = cls.score(X_test, y_test) cls_stats[cls_name]['prediction_time'] = time.time() - tick acc_history = (cls_stats[cls_name]['accuracy'], cls_stats[cls_name]['n_train']) cls_stats[cls_name]['accuracy_history'].append(acc_history) run_history = (cls_stats[cls_name]['accuracy'], total_vect_time + cls_stats[cls_name]['total_fit_time']) cls_stats[cls_name]['runtime_history'].append(run_history) if i % 3 == 0: print(progress(cls_name, cls_stats[cls_name])) if i % 3 == 0: print('\n') ############################################################################### # Plot results ############################################################################### def plot_accuracy(x, y, x_legend): """Plot accuracy as a function of x.""" x = np.array(x) y = np.array(y) plt.title('Classification accuracy as a function of %s' % x_legend) plt.xlabel('%s' % x_legend) plt.ylabel('Accuracy') plt.grid(True) plt.plot(x, y) rcParams['legend.fontsize'] = 10 cls_names = list(sorted(cls_stats.keys())) # Plot accuracy evolution plt.figure() for _, stats in sorted(cls_stats.items()): # Plot accuracy evolution with #examples accuracy, n_examples = zip(*stats['accuracy_history']) plot_accuracy(n_examples, accuracy, "training examples (#)") ax = plt.gca() ax.set_ylim((0.8, 1)) plt.legend(cls_names, loc='best') plt.figure() for _, stats in sorted(cls_stats.items()): # Plot accuracy evolution with runtime accuracy, runtime = zip(*stats['runtime_history']) plot_accuracy(runtime, accuracy, 'runtime (s)') ax = plt.gca() ax.set_ylim((0.8, 1)) plt.legend(cls_names, loc='best') # Plot fitting times plt.figure() fig = plt.gcf() cls_runtime = [] for cls_name, stats in sorted(cls_stats.items()): cls_runtime.append(stats['total_fit_time']) cls_runtime.append(total_vect_time) cls_names.append('Vectorization') bar_colors = rcParams['axes.color_cycle'][:len(cls_names)] ax = plt.subplot(111) rectangles = plt.bar(range(len(cls_names)), cls_runtime, width=0.5, color=bar_colors) ax.set_xticks(np.linspace(0.25, len(cls_names) - 0.75, len(cls_names))) ax.set_xticklabels(cls_names, fontsize=10) ymax = max(cls_runtime) * 1.2 ax.set_ylim((0, ymax)) ax.set_ylabel('runtime (s)') ax.set_title('Training Times') def autolabel(rectangles): """attach some text vi autolabel on rectangles.""" for rect in rectangles: height = rect.get_height() ax.text(rect.get_x() + rect.get_width() / 2., 1.05 * height, '%.4f' % height, ha='center', va='bottom') autolabel(rectangles) plt.show() # Plot prediction times plt.figure() #fig = plt.gcf() cls_runtime = [] cls_names = list(sorted(cls_stats.keys())) for cls_name, stats in sorted(cls_stats.items()): cls_runtime.append(stats['prediction_time']) cls_runtime.append(parsing_time) cls_names.append('Read/Parse\n+Feat.Extr.') cls_runtime.append(vectorizing_time) cls_names.append('Hashing\n+Vect.') bar_colors = rcParams['axes.color_cycle'][:len(cls_names)] ax = plt.subplot(111) rectangles = plt.bar(range(len(cls_names)), cls_runtime, width=0.5, color=bar_colors) ax.set_xticks(np.linspace(0.25, len(cls_names) - 0.75, len(cls_names))) ax.set_xticklabels(cls_names, fontsize=8) plt.setp(plt.xticks()[1], rotation=30) ymax = max(cls_runtime) * 1.2 ax.set_ylim((0, ymax)) ax.set_ylabel('runtime (s)') ax.set_title('Prediction Times (%d instances)' % n_test_documents) autolabel(rectangles) plt.show()
bsd-3-clause
VoigtLab/dnaplotlib
gallery/sbol_visual/sbol_visual.py
1
1222
__author__ = 'user' import dnaplotlib as dpl import dnaplotlib.sbol as dpl_sbol import sbol as sbol import matplotlib.pyplot as plt # Import the SBOL design file doc = sbol.Document() doc.read('gene_cassette.sbol') # In this case, we know ahead of time the URI of the design. In some cases, you may have to explore the doc's components to find the design you are looking for design = doc.components['http://sbolstandard.org/examples/Design'] print(design.display_id) print(design) # Create the DNAplotlib renderer dr = dpl_sbol.SBOLRenderer() # Instantiate rendered part_renderers = dr.SBOL_part_renderers() # Create the figure fig = plt.figure() ax = plt.gca() start, end = dr.renderSBOL(ax, design, part_renderers) # Render SBOL. This function has parallel structure to renderDNA # Give the figure a title dpl.write_label(ax, design.display_id, (start+end)/2, { 'label_size' : 18, 'label_y_offset': 12 }) # Configure plot ax.set_xlim([start, end]) ax.set_ylim([-18,18]) ax.set_aspect('equal') ax.set_xticks([]) ax.set_yticks([]) ax.axis('off') # Save the figure fig.savefig('sbol_visual.pdf', transparent=True) fig.savefig('sbol_visual.png', dpi=300) # Clear the plotting cache #plt.close('all') plt.show()
mit
q1ang/tushare
tushare/stock/classifying.py
11
8914
# -*- coding:utf-8 -*- """ 获取股票分类数据接口 Created on 2015/02/01 @author: Jimmy Liu @group : waditu @contact: [email protected] """ import pandas as pd from tushare.stock import cons as ct from tushare.stock import ref_vars as rv import json import re from pandas.util.testing import _network_error_classes import time import tushare.stock.fundamental as fd from tushare.util.netbase import Client try: from urllib.request import urlopen, Request except ImportError: from urllib2 import urlopen, Request def get_industry_classified(): """ 获取行业分类数据 Return -------- DataFrame code :股票代码 name :股票名称 c_name :行业名称 """ df = _get_type_data(ct.SINA_INDUSTRY_INDEX_URL%(ct.P_TYPE['http'], ct.DOMAINS['vsf'], ct.PAGES['ids'])) data = [] ct._write_head() for row in df.values: rowDf = _get_detail(row[0]) rowDf['c_name'] = row[1] data.append(rowDf) data = pd.concat(data, ignore_index=True) return data def get_concept_classified(): """ 获取概念分类数据 Return -------- DataFrame code :股票代码 name :股票名称 c_name :概念名称 """ ct._write_head() df = _get_type_data(ct.SINA_CONCEPTS_INDEX_URL%(ct.P_TYPE['http'], ct.DOMAINS['sf'], ct.PAGES['cpt'])) data = [] for row in df.values: rowDf = _get_detail(row[0]) rowDf['c_name'] = row[1] data.append(rowDf) data = pd.concat(data,ignore_index=True) return data def get_area_classified(): """ 获取地域分类数据 Return -------- DataFrame code :股票代码 name :股票名称 area :地域名称 """ df = fd.get_stock_basics() df = df[['name', 'area']] df.reset_index(level=0, inplace=True) df = df.sort('area').reset_index(drop=True) return df def get_gem_classified(): """ 获取创业板股票 Return -------- DataFrame code :股票代码 name :股票名称 """ df = fd.get_stock_basics() df.reset_index(level=0, inplace=True) df = df[ct.FOR_CLASSIFY_B_COLS] df = df.ix[df.code.str[0] == '3'] df = df.sort('code').reset_index(drop=True) return df def get_sme_classified(): """ 获取中小板股票 Return -------- DataFrame code :股票代码 name :股票名称 """ df = fd.get_stock_basics() df.reset_index(level=0, inplace=True) df = df[ct.FOR_CLASSIFY_B_COLS] df = df.ix[df.code.str[0:3] == '002'] df = df.sort('code').reset_index(drop=True) return df def get_st_classified(): """ 获取风险警示板股票 Return -------- DataFrame code :股票代码 name :股票名称 """ df = fd.get_stock_basics() df.reset_index(level=0, inplace=True) df = df[ct.FOR_CLASSIFY_B_COLS] df = df.ix[df.name.str.contains('ST')] df = df.sort('code').reset_index(drop=True) return df def _get_detail(tag, retry_count=3, pause=0.001): for _ in range(retry_count): time.sleep(pause) try: ct._write_console() request = Request(ct.SINA_DATA_DETAIL_URL%(ct.P_TYPE['http'], ct.DOMAINS['vsf'], ct.PAGES['jv'], tag)) text = urlopen(request, timeout=10).read() text = text.decode('gbk') except _network_error_classes: pass else: reg = re.compile(r'\,(.*?)\:') text = reg.sub(r',"\1":', text) text = text.replace('"{symbol', '{"symbol') text = text.replace('{symbol', '{"symbol"') jstr = json.dumps(text) js = json.loads(jstr) df = pd.DataFrame(pd.read_json(js, dtype={'code':object}), columns=ct.THE_FIELDS) df = df[ct.FOR_CLASSIFY_B_COLS] return df raise IOError(ct.NETWORK_URL_ERROR_MSG) def _get_type_data(url): try: request = Request(url) data_str = urlopen(request, timeout=10).read() data_str = data_str.decode('GBK') data_str = data_str.split('=')[1] data_json = json.loads(data_str) df = pd.DataFrame([[row.split(',')[0], row.split(',')[1]] for row in data_json.values()], columns=['tag', 'name']) return df except Exception as er: print(str(er)) def get_hs300s(): """ 获取沪深300当前成份股及所占权重 Return -------- DataFrame code :股票代码 name :股票名称 date :日期 weight:权重 """ try: df = pd.read_excel(ct.HS300_CLASSIFY_URL%(ct.P_TYPE['http'], ct.DOMAINS['idx'], ct.INDEX_C_COMM, ct.PAGES['hs300b']), parse_cols=[0,1]) df.columns = ct.FOR_CLASSIFY_B_COLS df['code'] = df['code'].map(lambda x :str(x).zfill(6)) wt = pd.read_excel(ct.HS300_CLASSIFY_URL%(ct.P_TYPE['http'], ct.DOMAINS['idx'], ct.INDEX_C_COMM, ct.PAGES['hs300w']), parse_cols=[0,4,8]) wt.columns = ct.FOR_CLASSIFY_W_COLS wt['code'] = wt['code'].map(lambda x :str(x).zfill(6)) return pd.merge(df,wt) except Exception as er: print(str(er)) def get_sz50s(): """ 获取上证50成份股 Return -------- DataFrame code :股票代码 name :股票名称 """ try: df = pd.read_excel(ct.HS300_CLASSIFY_URL%(ct.P_TYPE['http'], ct.DOMAINS['idx'], ct.INDEX_C_COMM, ct.PAGES['sz50b']), parse_cols=[0,1]) df.columns = ct.FOR_CLASSIFY_B_COLS df['code'] = df['code'].map(lambda x :str(x).zfill(6)) return df except Exception as er: print(str(er)) def get_zz500s(): """ 获取中证500成份股 Return -------- DataFrame code :股票代码 name :股票名称 """ try: df = pd.read_excel(ct.HS300_CLASSIFY_URL%(ct.P_TYPE['http'], ct.DOMAINS['idx'], ct.INDEX_C_COMM, ct.PAGES['zz500b']), parse_cols=[0,1]) df.columns = ct.FOR_CLASSIFY_B_COLS df['code'] = df['code'].map(lambda x :str(x).zfill(6)) return df except Exception as er: print(str(er)) def get_terminated(): """ 获取终止上市股票列表 Return -------- DataFrame code :股票代码 name :股票名称 oDate:上市日期 tDate:终止上市日期 """ try: ref = ct.SSEQ_CQ_REF_URL%(ct.P_TYPE['http'], ct.DOMAINS['sse']) clt = Client(rv.TERMINATED_URL%(ct.P_TYPE['http'], ct.DOMAINS['sseq'], ct.PAGES['ssecq'], _random(5), _random()), ref=ref, cookie=rv.MAR_SH_COOKIESTR) lines = clt.gvalue() lines = lines.decode('utf-8') if ct.PY3 else lines lines = lines[19:-1] lines = json.loads(lines) df = pd.DataFrame(lines['result'], columns=rv.TERMINATED_T_COLS) df.columns = rv.TERMINATED_COLS return df except Exception as er: print(str(er)) def get_suspended(): """ 获取暂停上市股票列表 Return -------- DataFrame code :股票代码 name :股票名称 oDate:上市日期 tDate:终止上市日期 """ try: ref = ct.SSEQ_CQ_REF_URL%(ct.P_TYPE['http'], ct.DOMAINS['sse']) clt = Client(rv.SUSPENDED_URL%(ct.P_TYPE['http'], ct.DOMAINS['sseq'], ct.PAGES['ssecq'], _random(5), _random()), ref=ref, cookie=rv.MAR_SH_COOKIESTR) lines = clt.gvalue() lines = lines.decode('utf-8') if ct.PY3 else lines lines = lines[19:-1] lines = json.loads(lines) df = pd.DataFrame(lines['result'], columns=rv.TERMINATED_T_COLS) df.columns = rv.TERMINATED_COLS return df except Exception as er: print(str(er)) def _random(n=13): from random import randint start = 10**(n-1) end = (10**n)-1 return str(randint(start, end))
bsd-3-clause
sabi0/intellij-community
python/helpers/pydev/_pydevd_bundle/pydevd_vars.py
2
22154
""" pydevd_vars deals with variables: resolution/conversion to XML. """ import pickle from _pydevd_bundle.pydevd_constants import get_frame, get_thread_id, xrange from _pydevd_bundle.pydevd_custom_frames import get_custom_frame from _pydevd_bundle.pydevd_xml import ExceptionOnEvaluate, get_type, var_to_xml from _pydev_imps._pydev_saved_modules import thread try: from StringIO import StringIO except ImportError: from io import StringIO import sys # @Reimport from _pydev_imps._pydev_saved_modules import threading import traceback from _pydevd_bundle import pydevd_save_locals from _pydev_bundle.pydev_imports import Exec, quote, execfile from _pydevd_bundle.pydevd_utils import to_string SENTINEL_VALUE = [] # ------------------------------------------------------------------------------------------------------ class for errors class VariableError(RuntimeError): pass class FrameNotFoundError(RuntimeError): pass def _iter_frames(initialFrame): '''NO-YIELD VERSION: Iterates through all the frames starting at the specified frame (which will be the first returned item)''' # cannot use yield frames = [] while initialFrame is not None: frames.append(initialFrame) initialFrame = initialFrame.f_back return frames def dump_frames(thread_id): sys.stdout.write('dumping frames\n') if thread_id != get_thread_id(threading.currentThread()): raise VariableError("find_frame: must execute on same thread") curFrame = get_frame() for frame in _iter_frames(curFrame): sys.stdout.write('%s\n' % pickle.dumps(frame)) # =============================================================================== # AdditionalFramesContainer # =============================================================================== class AdditionalFramesContainer: lock = thread.allocate_lock() additional_frames = {} # dict of dicts def add_additional_frame_by_id(thread_id, frames_by_id): AdditionalFramesContainer.additional_frames[thread_id] = frames_by_id addAdditionalFrameById = add_additional_frame_by_id # Backward compatibility def remove_additional_frame_by_id(thread_id): del AdditionalFramesContainer.additional_frames[thread_id] removeAdditionalFrameById = remove_additional_frame_by_id # Backward compatibility def has_additional_frames_by_id(thread_id): return thread_id in AdditionalFramesContainer.additional_frames def get_additional_frames_by_id(thread_id): return AdditionalFramesContainer.additional_frames.get(thread_id) def find_frame(thread_id, frame_id): """ returns a frame on the thread that has a given frame_id """ try: curr_thread_id = get_thread_id(threading.currentThread()) if thread_id != curr_thread_id: try: return get_custom_frame(thread_id, frame_id) # I.e.: thread_id could be a stackless frame id + thread_id. except: pass raise VariableError("find_frame: must execute on same thread (%s != %s)" % (thread_id, curr_thread_id)) lookingFor = int(frame_id) if AdditionalFramesContainer.additional_frames: if thread_id in AdditionalFramesContainer.additional_frames: frame = AdditionalFramesContainer.additional_frames[thread_id].get(lookingFor) if frame is not None: return frame curFrame = get_frame() if frame_id == "*": return curFrame # any frame is specified with "*" frameFound = None for frame in _iter_frames(curFrame): if lookingFor == id(frame): frameFound = frame del frame break del frame # Important: python can hold a reference to the frame from the current context # if an exception is raised, so, if we don't explicitly add those deletes # we might have those variables living much more than we'd want to. # I.e.: sys.exc_info holding reference to frame that raises exception (so, other places # need to call sys.exc_clear()) del curFrame if frameFound is None: msgFrames = '' i = 0 for frame in _iter_frames(get_frame()): i += 1 msgFrames += str(id(frame)) if i % 5 == 0: msgFrames += '\n' else: msgFrames += ' - ' errMsg = '''find_frame: frame not found. Looking for thread_id:%s, frame_id:%s Current thread_id:%s, available frames: %s\n ''' % (thread_id, lookingFor, curr_thread_id, msgFrames) sys.stderr.write(errMsg) return None return frameFound except: import traceback traceback.print_exc() return None def getVariable(thread_id, frame_id, scope, attrs): """ returns the value of a variable :scope: can be BY_ID, EXPRESSION, GLOBAL, LOCAL, FRAME BY_ID means we'll traverse the list of all objects alive to get the object. :attrs: after reaching the proper scope, we have to get the attributes until we find the proper location (i.e.: obj\tattr1\tattr2) :note: when BY_ID is used, the frame_id is considered the id of the object to find and not the frame (as we don't care about the frame in this case). """ if scope == 'BY_ID': if thread_id != get_thread_id(threading.currentThread()): raise VariableError("getVariable: must execute on same thread") try: import gc objects = gc.get_objects() except: pass # Not all python variants have it. else: frame_id = int(frame_id) for var in objects: if id(var) == frame_id: if attrs is not None: attrList = attrs.split('\t') for k in attrList: _type, _typeName, resolver = get_type(var) var = resolver.resolve(var, k) return var # If it didn't return previously, we coudn't find it by id (i.e.: alrceady garbage collected). sys.stderr.write('Unable to find object with id: %s\n' % (frame_id,)) return None frame = find_frame(thread_id, frame_id) if frame is None: return {} if attrs is not None: attrList = attrs.split('\t') else: attrList = [] for attr in attrList: attr.replace("@_@TAB_CHAR@_@", '\t') if scope == 'EXPRESSION': for count in xrange(len(attrList)): if count == 0: # An Expression can be in any scope (globals/locals), therefore it needs to evaluated as an expression var = evaluate_expression(thread_id, frame_id, attrList[count], False) else: _type, _typeName, resolver = get_type(var) var = resolver.resolve(var, attrList[count]) else: if scope == "GLOBAL": var = frame.f_globals del attrList[0] # globals are special, and they get a single dummy unused attribute else: # in a frame access both locals and globals as Python does var = {} var.update(frame.f_globals) var.update(frame.f_locals) for k in attrList: _type, _typeName, resolver = get_type(var) var = resolver.resolve(var, k) return var def resolve_compound_variable_fields(thread_id, frame_id, scope, attrs): """ Resolve compound variable in debugger scopes by its name and attributes :param thread_id: id of the variable's thread :param frame_id: id of the variable's frame :param scope: can be BY_ID, EXPRESSION, GLOBAL, LOCAL, FRAME :param attrs: after reaching the proper scope, we have to get the attributes until we find the proper location (i.e.: obj\tattr1\tattr2) :return: a dictionary of variables's fields """ var = getVariable(thread_id, frame_id, scope, attrs) try: _type, _typeName, resolver = get_type(var) return _typeName, resolver.get_dictionary(var) except: sys.stderr.write('Error evaluating: thread_id: %s\nframe_id: %s\nscope: %s\nattrs: %s\n' % ( thread_id, frame_id, scope, attrs,)) traceback.print_exc() def resolve_var_object(var, attrs): """ Resolve variable's attribute :param var: an object of variable :param attrs: a sequence of variable's attributes separated by \t (i.e.: obj\tattr1\tattr2) :return: a value of resolved variable's attribute """ if attrs is not None: attr_list = attrs.split('\t') else: attr_list = [] for k in attr_list: type, _typeName, resolver = get_type(var) var = resolver.resolve(var, k) return var def resolve_compound_var_object_fields(var, attrs): """ Resolve compound variable by its object and attributes :param var: an object of variable :param attrs: a sequence of variable's attributes separated by \t (i.e.: obj\tattr1\tattr2) :return: a dictionary of variables's fields """ attr_list = attrs.split('\t') for k in attr_list: type, _typeName, resolver = get_type(var) var = resolver.resolve(var, k) try: type, _typeName, resolver = get_type(var) return resolver.get_dictionary(var) except: traceback.print_exc() def custom_operation(thread_id, frame_id, scope, attrs, style, code_or_file, operation_fn_name): """ We'll execute the code_or_file and then search in the namespace the operation_fn_name to execute with the given var. code_or_file: either some code (i.e.: from pprint import pprint) or a file to be executed. operation_fn_name: the name of the operation to execute after the exec (i.e.: pprint) """ expressionValue = getVariable(thread_id, frame_id, scope, attrs) try: namespace = {'__name__': '<custom_operation>'} if style == "EXECFILE": namespace['__file__'] = code_or_file execfile(code_or_file, namespace, namespace) else: # style == EXEC namespace['__file__'] = '<customOperationCode>' Exec(code_or_file, namespace, namespace) return str(namespace[operation_fn_name](expressionValue)) except: traceback.print_exc() def eval_in_context(expression, globals, locals): result = None try: result = eval(expression, globals, locals) except Exception: s = StringIO() traceback.print_exc(file=s) result = s.getvalue() try: try: etype, value, tb = sys.exc_info() result = value finally: etype = value = tb = None except: pass result = ExceptionOnEvaluate(result) # Ok, we have the initial error message, but let's see if we're dealing with a name mangling error... try: if '__' in expression: # Try to handle '__' name mangling... split = expression.split('.') curr = locals.get(split[0]) for entry in split[1:]: if entry.startswith('__') and not hasattr(curr, entry): entry = '_%s%s' % (curr.__class__.__name__, entry) curr = getattr(curr, entry) result = curr except: pass return result def evaluate_expression(thread_id, frame_id, expression, doExec): '''returns the result of the evaluated expression @param doExec: determines if we should do an exec or an eval ''' frame = find_frame(thread_id, frame_id) if frame is None: return # Not using frame.f_globals because of https://sourceforge.net/tracker2/?func=detail&aid=2541355&group_id=85796&atid=577329 # (Names not resolved in generator expression in method) # See message: http://mail.python.org/pipermail/python-list/2009-January/526522.html updated_globals = {} updated_globals.update(frame.f_globals) updated_globals.update(frame.f_locals) # locals later because it has precedence over the actual globals try: expression = str(expression.replace('@LINE@', '\n')) if doExec: try: # try to make it an eval (if it is an eval we can print it, otherwise we'll exec it and # it will have whatever the user actually did) compiled = compile(expression, '<string>', 'eval') except: Exec(expression, updated_globals, frame.f_locals) pydevd_save_locals.save_locals(frame) else: result = eval(compiled, updated_globals, frame.f_locals) if result is not None: # Only print if it's not None (as python does) sys.stdout.write('%s\n' % (result,)) return else: return eval_in_context(expression, updated_globals, frame.f_locals) finally: # Should not be kept alive if an exception happens and this frame is kept in the stack. del updated_globals del frame def change_attr_expression(thread_id, frame_id, attr, expression, dbg, value=SENTINEL_VALUE): '''Changes some attribute in a given frame. ''' frame = find_frame(thread_id, frame_id) if frame is None: return try: expression = expression.replace('@LINE@', '\n') if dbg.plugin and value is SENTINEL_VALUE: result = dbg.plugin.change_variable(frame, attr, expression) if result: return result if attr[:7] == "Globals": attr = attr[8:] if attr in frame.f_globals: if value is SENTINEL_VALUE: value = eval(expression, frame.f_globals, frame.f_locals) frame.f_globals[attr] = value return frame.f_globals[attr] else: if pydevd_save_locals.is_save_locals_available(): if value is SENTINEL_VALUE: value = eval(expression, frame.f_globals, frame.f_locals) frame.f_locals[attr] = value pydevd_save_locals.save_locals(frame) return frame.f_locals[attr] # default way (only works for changing it in the topmost frame) if value is SENTINEL_VALUE: value = eval(expression, frame.f_globals, frame.f_locals) result = value Exec('%s=%s' % (attr, expression), frame.f_globals, frame.f_locals) return result except Exception: traceback.print_exc() MAXIMUM_ARRAY_SIZE = 100 def array_to_xml(array, name, roffset, coffset, rows, cols, format): array, xml, r, c, f = array_to_meta_xml(array, name, format) format = '%' + f if rows == -1 and cols == -1: rows = r cols = c rows = min(rows, MAXIMUM_ARRAY_SIZE) cols = min(cols, MAXIMUM_ARRAY_SIZE) # there is no obvious rule for slicing (at least 5 choices) if len(array) == 1 and (rows > 1 or cols > 1): array = array[0] if array.size > len(array): array = array[roffset:, coffset:] rows = min(rows, len(array)) cols = min(cols, len(array[0])) if len(array) == 1: array = array[0] elif array.size == len(array): if roffset == 0 and rows == 1: array = array[coffset:] cols = min(cols, len(array)) elif coffset == 0 and cols == 1: array = array[roffset:] rows = min(rows, len(array)) def get_value(row, col): value = array if rows == 1 or cols == 1: if rows == 1 and cols == 1: value = array[0] else: value = array[(col if rows == 1 else row)] if "ndarray" in str(type(value)): value = value[0] else: value = array[row][col] return value xml += array_data_to_xml(rows, cols, lambda r: (get_value(r, c) for c in range(cols))) return xml def array_to_meta_xml(array, name, format): type = array.dtype.kind slice = name l = len(array.shape) # initial load, compute slice if format == '%': if l > 2: slice += '[0]' * (l - 2) for r in range(l - 2): array = array[0] if type == 'f': format = '.5f' elif type == 'i' or type == 'u': format = 'd' else: format = 's' else: format = format.replace('%', '') l = len(array.shape) reslice = "" if l > 2: raise Exception("%s has more than 2 dimensions." % slice) elif l == 1: # special case with 1D arrays arr[i, :] - row, but arr[:, i] - column with equal shape and ndim # http://stackoverflow.com/questions/16837946/numpy-a-2-rows-1-column-file-loadtxt-returns-1row-2-columns # explanation: http://stackoverflow.com/questions/15165170/how-do-i-maintain-row-column-orientation-of-vectors-in-numpy?rq=1 # we use kind of a hack - get information about memory from C_CONTIGUOUS is_row = array.flags['C_CONTIGUOUS'] if is_row: rows = 1 cols = len(array) if cols < len(array): reslice = '[0:%s]' % (cols) array = array[0:cols] else: cols = 1 rows = len(array) if rows < len(array): reslice = '[0:%s]' % (rows) array = array[0:rows] elif l == 2: rows = array.shape[-2] cols = array.shape[-1] if cols < array.shape[-1] or rows < array.shape[-2]: reslice = '[0:%s, 0:%s]' % (rows, cols) array = array[0:rows, 0:cols] # avoid slice duplication if not slice.endswith(reslice): slice += reslice bounds = (0, 0) if type in "biufc": bounds = (array.min(), array.max()) return array, slice_to_xml(slice, rows, cols, format, type, bounds), rows, cols, format def array_default_format(type): if type == 'f': return '.5f' elif type == 'i' or type == 'u': return 'd' else: return 's' def get_label(label): return str(label) if not isinstance(label, tuple) else '/'.join(map(str, label)) def dataframe_to_xml(df, name, roffset, coffset, rows, cols, format): """ :type df: pandas.core.frame.DataFrame :type name: str :type coffset: int :type roffset: int :type rows: int :type cols: int :type format: str """ dim = len(df.axes) num_rows = df.shape[0] num_cols = df.shape[1] if dim > 1 else 1 xml = slice_to_xml(name, num_rows, num_cols, "", "", (0, 0)) if (rows, cols) == (-1, -1): rows, cols = num_rows, num_cols rows = min(rows, MAXIMUM_ARRAY_SIZE) cols = min(cols, MAXIMUM_ARRAY_SIZE, num_cols) # need to precompute column bounds here before slicing! col_bounds = [None] * cols dtypes = [None] * cols if dim > 1: for col in range(cols): dtype = df.dtypes.iloc[coffset + col].kind dtypes[col] = dtype if dtype in "biufc": cvalues = df.iloc[:, coffset + col] bounds = (cvalues.min(), cvalues.max()) else: bounds = (0, 0) col_bounds[col] = bounds else: dtype = df.dtype.kind dtypes[0] = dtype col_bounds[0] = (df.min(), df.max()) if dtype in "biufc" else (0, 0) df = df.iloc[roffset: roffset + rows, coffset: coffset + cols] if dim > 1 else df.iloc[roffset: roffset + rows] rows = df.shape[0] cols = df.shape[1] if dim > 1 else 1 format = format.replace('%', '') def col_to_format(c): return format if dtypes[c] == 'f' and format else array_default_format(dtypes[c]) xml += header_data_to_xml(rows, cols, dtypes, col_bounds, col_to_format, df, dim) xml += array_data_to_xml(rows, cols, lambda r: (("%" + col_to_format(c)) % (df.iat[r, c] if dim > 1 else df.iat[r]) for c in range(cols))) return xml def array_data_to_xml(rows, cols, get_row): xml = "<arraydata rows=\"%s\" cols=\"%s\"/>\n" % (rows, cols) for row in range(rows): xml += "<row index=\"%s\"/>\n" % to_string(row) for value in get_row(row): xml += var_to_xml(value, '') return xml def slice_to_xml(slice, rows, cols, format, type, bounds): return '<array slice=\"%s\" rows=\"%s\" cols=\"%s\" format=\"%s\" type=\"%s\" max=\"%s\" min=\"%s\"/>' % \ (slice, rows, cols, format, type, bounds[1], bounds[0]) def header_data_to_xml(rows, cols, dtypes, col_bounds, col_to_format, df, dim): xml = "<headerdata rows=\"%s\" cols=\"%s\">\n" % (rows, cols) for col in range(cols): col_label = get_label(df.axes[1].values[col]) if dim > 1 else str(col) bounds = col_bounds[col] col_format = "%" + col_to_format(col) xml += '<colheader index=\"%s\" label=\"%s\" type=\"%s\" format=\"%s\" max=\"%s\" min=\"%s\" />\n' % \ (str(col), col_label, dtypes[col], col_to_format(col), col_format % bounds[1], col_format % bounds[0]) for row in range(rows): xml += "<rowheader index=\"%s\" label = \"%s\"/>\n" % (str(row), get_label(df.axes[0].values[row])) xml += "</headerdata>\n" return xml TYPE_TO_XML_CONVERTERS = {"ndarray": array_to_xml, "DataFrame": dataframe_to_xml, "Series": dataframe_to_xml} def table_like_struct_to_xml(array, name, roffset, coffset, rows, cols, format): _, type_name, _ = get_type(array) if type_name in TYPE_TO_XML_CONVERTERS: return "<xml>%s</xml>" % TYPE_TO_XML_CONVERTERS[type_name](array, name, roffset, coffset, rows, cols, format) else: raise VariableError("type %s not supported" % type_name)
apache-2.0
potash/scikit-learn
sklearn/decomposition/__init__.py
76
1490
""" The :mod:`sklearn.decomposition` module includes matrix decomposition algorithms, including among others PCA, NMF or ICA. Most of the algorithms of this module can be regarded as dimensionality reduction techniques. """ from .nmf import NMF, ProjectedGradientNMF, non_negative_factorization from .pca import PCA, RandomizedPCA from .incremental_pca import IncrementalPCA from .kernel_pca import KernelPCA from .sparse_pca import SparsePCA, MiniBatchSparsePCA from .truncated_svd import TruncatedSVD from .fastica_ import FastICA, fastica from .dict_learning import (dict_learning, dict_learning_online, sparse_encode, DictionaryLearning, MiniBatchDictionaryLearning, SparseCoder) from .factor_analysis import FactorAnalysis from ..utils.extmath import randomized_svd from .online_lda import LatentDirichletAllocation __all__ = ['DictionaryLearning', 'FastICA', 'IncrementalPCA', 'KernelPCA', 'MiniBatchDictionaryLearning', 'MiniBatchSparsePCA', 'NMF', 'PCA', 'ProjectedGradientNMF', 'RandomizedPCA', 'SparseCoder', 'SparsePCA', 'dict_learning', 'dict_learning_online', 'fastica', 'non_negative_factorization', 'randomized_svd', 'sparse_encode', 'FactorAnalysis', 'TruncatedSVD', 'LatentDirichletAllocation']
bsd-3-clause
Barmaley-exe/scikit-learn
examples/linear_model/plot_logistic.py
312
1426
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Logit function ========================================================= Show in the plot is how the logistic regression would, in this synthetic dataset, classify values as either 0 or 1, i.e. class one or two, using the logit-curve. """ print(__doc__) # Code source: Gael Varoquaux # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import linear_model # this is our test set, it's just a straight line with some # Gaussian noise xmin, xmax = -5, 5 n_samples = 100 np.random.seed(0) X = np.random.normal(size=n_samples) y = (X > 0).astype(np.float) X[X > 0] *= 4 X += .3 * np.random.normal(size=n_samples) X = X[:, np.newaxis] # run the classifier clf = linear_model.LogisticRegression(C=1e5) clf.fit(X, y) # and plot the result plt.figure(1, figsize=(4, 3)) plt.clf() plt.scatter(X.ravel(), y, color='black', zorder=20) X_test = np.linspace(-5, 10, 300) def model(x): return 1 / (1 + np.exp(-x)) loss = model(X_test * clf.coef_ + clf.intercept_).ravel() plt.plot(X_test, loss, color='blue', linewidth=3) ols = linear_model.LinearRegression() ols.fit(X, y) plt.plot(X_test, ols.coef_ * X_test + ols.intercept_, linewidth=1) plt.axhline(.5, color='.5') plt.ylabel('y') plt.xlabel('X') plt.xticks(()) plt.yticks(()) plt.ylim(-.25, 1.25) plt.xlim(-4, 10) plt.show()
bsd-3-clause
BiaDarkia/scikit-learn
sklearn/metrics/__init__.py
13
3826
""" The :mod:`sklearn.metrics` module includes score functions, performance metrics and pairwise metrics and distance computations. """ from .ranking import auc from .ranking import average_precision_score from .ranking import coverage_error from .ranking import label_ranking_average_precision_score from .ranking import label_ranking_loss from .ranking import precision_recall_curve from .ranking import roc_auc_score from .ranking import roc_curve from .classification import accuracy_score from .classification import balanced_accuracy_score from .classification import classification_report from .classification import cohen_kappa_score from .classification import confusion_matrix from .classification import f1_score from .classification import fbeta_score from .classification import hamming_loss from .classification import hinge_loss from .classification import jaccard_similarity_score from .classification import log_loss from .classification import matthews_corrcoef from .classification import precision_recall_fscore_support from .classification import precision_score from .classification import recall_score from .classification import zero_one_loss from .classification import brier_score_loss from . import cluster from .cluster import adjusted_mutual_info_score from .cluster import adjusted_rand_score from .cluster import completeness_score from .cluster import consensus_score from .cluster import homogeneity_completeness_v_measure from .cluster import homogeneity_score from .cluster import mutual_info_score from .cluster import normalized_mutual_info_score from .cluster import fowlkes_mallows_score from .cluster import silhouette_samples from .cluster import silhouette_score from .cluster import calinski_harabaz_score from .cluster import v_measure_score from .pairwise import euclidean_distances from .pairwise import pairwise_distances from .pairwise import pairwise_distances_argmin from .pairwise import pairwise_distances_argmin_min from .pairwise import pairwise_kernels from .regression import explained_variance_score from .regression import mean_absolute_error from .regression import mean_squared_error from .regression import mean_squared_log_error from .regression import median_absolute_error from .regression import r2_score from .scorer import check_scoring from .scorer import make_scorer from .scorer import SCORERS from .scorer import get_scorer __all__ = [ 'accuracy_score', 'adjusted_mutual_info_score', 'adjusted_rand_score', 'auc', 'average_precision_score', 'balanced_accuracy_score', 'calinski_harabaz_score', 'check_scoring', 'classification_report', 'cluster', 'cohen_kappa_score', 'completeness_score', 'confusion_matrix', 'consensus_score', 'coverage_error', 'euclidean_distances', 'explained_variance_score', 'f1_score', 'fbeta_score', 'fowlkes_mallows_score', 'get_scorer', 'hamming_loss', 'hinge_loss', 'homogeneity_completeness_v_measure', 'homogeneity_score', 'jaccard_similarity_score', 'label_ranking_average_precision_score', 'label_ranking_loss', 'log_loss', 'make_scorer', 'matthews_corrcoef', 'mean_absolute_error', 'mean_squared_error', 'mean_squared_log_error', 'median_absolute_error', 'mutual_info_score', 'normalized_mutual_info_score', 'pairwise_distances', 'pairwise_distances_argmin', 'pairwise_distances_argmin_min', 'pairwise_distances_argmin_min', 'pairwise_kernels', 'precision_recall_curve', 'precision_recall_fscore_support', 'precision_score', 'r2_score', 'recall_score', 'roc_auc_score', 'roc_curve', 'SCORERS', 'silhouette_samples', 'silhouette_score', 'v_measure_score', 'zero_one_loss', 'brier_score_loss', ]
bsd-3-clause
keelanfh/electionary
analysis/sentiment-time-party-graph.py
1
2466
import csv import json import os import matplotlib.pyplot as plt import commonfunctions as cf root_directory = os.path.abspath(os.path.dirname(os.path.abspath(os.curdir))) directory = os.path.join(root_directory, cf.working_directory) with open('sentiment-time-party.json', 'r') as f: data = json.load(f) r, d = None, None for datum in data: if datum['party'] == 'r': r = datum['year_results'] if datum['party'] == 'd': d = datum['year_results'] repPositiveData = [(x['year'], x['positive']) for x in r] repNegativeData = [(x['year'], x['negative']) for x in r] demPositiveData = [(x['year'], x['positive']) for x in d] demNegativeData = [(x['year'], x['negative']) for x in d] years = list(set([x['year'] for x in r]).union([x['year'] for x in d])).sort() # This bit writes to a file. Useful if you want a table of results with open('results.csv', 'w') as f: dw = csv.DictWriter(f, r[0].keys()) csv.writer(f, ['Sentiment in Republican Debates']) dw.writeheader() dw.writerows(r) csv.writer(f, ['Sentiment in Democrat Debates']) dw.writeheader() dw.writerows(d) plt.style.use('ggplot') fig = plt.figure(0) ax = fig.gca() ax.grid(b=False) ax.set_axis_bgcolor('white') labels = ['Republican', 'Democrat'] colors = ['#ef8a62', '#67a9cf'] for labelno, data in enumerate([repNegativeData, demNegativeData]): data2 = zip(*data) ax.plot(data2[0], data2[1], label=labels[labelno], color=colors[labelno], lw=2.5) ax.set_xlim([1956, 2020]) ax.set_xticks(xrange(1960, 2020, 8)) ax.legend() ax.set_xlabel('Year') ax.set_ylabel('Proportion of words in dictionaries') ax.set_title('Negative Sentiment over time in US democratic/republican election debates', y=1.05) plt.savefig(os.path.join(root_directory, 'images', 'analysis-sentiment-time-party-negative.svg'), format='svg') fig = plt.figure(1) ax = fig.gca() ax.grid(b=False) ax.set_axis_bgcolor('white') ax.set_xlim([1956, 2020]) ax.set_xticks(xrange(1960, 2020, 8)) for labelno, data in enumerate([repPositiveData, demPositiveData]): data2 = zip(*data) ax.plot(data2[0], data2[1], color=colors[labelno], label=labels[labelno], lw=2.5) ax.legend() ax.set_xlabel('Year') ax.set_ylabel('Proportion of words in dictionaries') ax.set_title('Positive Sentiment over time in US democratic/republican election debates', y=1.05) plt.savefig(os.path.join(root_directory, 'images', 'analysis-sentiment-time-party-positive.svg'), format='svg')
mit
IshankGulati/scikit-learn
examples/hetero_feature_union.py
81
6241
""" ============================================= Feature Union with Heterogeneous Data Sources ============================================= Datasets can often contain components of that require different feature extraction and processing pipelines. This scenario might occur when: 1. Your dataset consists of heterogeneous data types (e.g. raster images and text captions) 2. Your dataset is stored in a Pandas DataFrame and different columns require different processing pipelines. This example demonstrates how to use :class:`sklearn.feature_extraction.FeatureUnion` on a dataset containing different types of features. We use the 20-newsgroups dataset and compute standard bag-of-words features for the subject line and body in separate pipelines as well as ad hoc features on the body. We combine them (with weights) using a FeatureUnion and finally train a classifier on the combined set of features. The choice of features is not particularly helpful, but serves to illustrate the technique. """ # Author: Matt Terry <[email protected]> # # License: BSD 3 clause from __future__ import print_function import numpy as np from sklearn.base import BaseEstimator, TransformerMixin from sklearn.datasets import fetch_20newsgroups from sklearn.datasets.twenty_newsgroups import strip_newsgroup_footer from sklearn.datasets.twenty_newsgroups import strip_newsgroup_quoting from sklearn.decomposition import TruncatedSVD from sklearn.feature_extraction import DictVectorizer from sklearn.feature_extraction.text import TfidfVectorizer from sklearn.metrics import classification_report from sklearn.pipeline import FeatureUnion from sklearn.pipeline import Pipeline from sklearn.svm import SVC class ItemSelector(BaseEstimator, TransformerMixin): """For data grouped by feature, select subset of data at a provided key. The data is expected to be stored in a 2D data structure, where the first index is over features and the second is over samples. i.e. >> len(data[key]) == n_samples Please note that this is the opposite convention to scikit-learn feature matrixes (where the first index corresponds to sample). ItemSelector only requires that the collection implement getitem (data[key]). Examples include: a dict of lists, 2D numpy array, Pandas DataFrame, numpy record array, etc. >> data = {'a': [1, 5, 2, 5, 2, 8], 'b': [9, 4, 1, 4, 1, 3]} >> ds = ItemSelector(key='a') >> data['a'] == ds.transform(data) ItemSelector is not designed to handle data grouped by sample. (e.g. a list of dicts). If your data is structured this way, consider a transformer along the lines of `sklearn.feature_extraction.DictVectorizer`. Parameters ---------- key : hashable, required The key corresponding to the desired value in a mappable. """ def __init__(self, key): self.key = key def fit(self, x, y=None): return self def transform(self, data_dict): return data_dict[self.key] class TextStats(BaseEstimator, TransformerMixin): """Extract features from each document for DictVectorizer""" def fit(self, x, y=None): return self def transform(self, posts): return [{'length': len(text), 'num_sentences': text.count('.')} for text in posts] class SubjectBodyExtractor(BaseEstimator, TransformerMixin): """Extract the subject & body from a usenet post in a single pass. Takes a sequence of strings and produces a dict of sequences. Keys are `subject` and `body`. """ def fit(self, x, y=None): return self def transform(self, posts): features = np.recarray(shape=(len(posts),), dtype=[('subject', object), ('body', object)]) for i, text in enumerate(posts): headers, _, bod = text.partition('\n\n') bod = strip_newsgroup_footer(bod) bod = strip_newsgroup_quoting(bod) features['body'][i] = bod prefix = 'Subject:' sub = '' for line in headers.split('\n'): if line.startswith(prefix): sub = line[len(prefix):] break features['subject'][i] = sub return features pipeline = Pipeline([ # Extract the subject & body ('subjectbody', SubjectBodyExtractor()), # Use FeatureUnion to combine the features from subject and body ('union', FeatureUnion( transformer_list=[ # Pipeline for pulling features from the post's subject line ('subject', Pipeline([ ('selector', ItemSelector(key='subject')), ('tfidf', TfidfVectorizer(min_df=50)), ])), # Pipeline for standard bag-of-words model for body ('body_bow', Pipeline([ ('selector', ItemSelector(key='body')), ('tfidf', TfidfVectorizer()), ('best', TruncatedSVD(n_components=50)), ])), # Pipeline for pulling ad hoc features from post's body ('body_stats', Pipeline([ ('selector', ItemSelector(key='body')), ('stats', TextStats()), # returns a list of dicts ('vect', DictVectorizer()), # list of dicts -> feature matrix ])), ], # weight components in FeatureUnion transformer_weights={ 'subject': 0.8, 'body_bow': 0.5, 'body_stats': 1.0, }, )), # Use a SVC classifier on the combined features ('svc', SVC(kernel='linear')), ]) # limit the list of categories to make running this example faster. categories = ['alt.atheism', 'talk.religion.misc'] train = fetch_20newsgroups(random_state=1, subset='train', categories=categories, ) test = fetch_20newsgroups(random_state=1, subset='test', categories=categories, ) pipeline.fit(train.data, train.target) y = pipeline.predict(test.data) print(classification_report(y, test.target))
bsd-3-clause
Alexander-P/Isca
src/extra/python/scripts/gfdl_grid_files/grid_file_generator.py
4
1170
import numpy as np from netCDF4 import Dataset import matplotlib.pyplot as plt from mpl_toolkits.basemap import Basemap # specify resolution t_res = 42 #read in grid from approriate file resolution_file = Dataset('t'+str(t_res)+'_atmos_daily.nc', 'r', format='NETCDF3_CLASSIC') lons = resolution_file.variables['lon'][:] lats = resolution_file.variables['lat'][:] lonsb = resolution_file.variables['lonb'][:] latsb = resolution_file.variables['latb'][:] nlon=lons.shape[0] nlat=lats.shape[0] nlonb=lonsb.shape[0] nlatb=latsb.shape[0] output_file = Dataset('t'+str(t_res)+'.nc', 'w', format='NETCDF3_CLASSIC') lat = output_file.createDimension('lat', nlat) lon = output_file.createDimension('lon', nlon) latb = output_file.createDimension('latb', nlatb) lonb = output_file.createDimension('lonb', nlonb) latitudes = output_file.createVariable('lat','f4',('lat',)) longitudes = output_file.createVariable('lon','f4',('lon',)) latitudesb = output_file.createVariable('latb','f4',('latb',)) longitudesb = output_file.createVariable('lonb','f4',('lonb',)) latitudes[:] = lats longitudes[:] = lons latitudesb[:] = latsb longitudesb[:] = lonsb output_file.close()
gpl-3.0
nagamanicg/ml_lab_ecsc_306
labwork/lab7/sci-learn/plot_pca_3d.py
354
2432
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Principal components analysis (PCA) ========================================================= These figures aid in illustrating how a point cloud can be very flat in one direction--which is where PCA comes in to choose a direction that is not flat. """ print(__doc__) # Authors: Gael Varoquaux # Jaques Grobler # Kevin Hughes # License: BSD 3 clause from sklearn.decomposition import PCA from mpl_toolkits.mplot3d import Axes3D import numpy as np import matplotlib.pyplot as plt from scipy import stats ############################################################################### # Create the data e = np.exp(1) np.random.seed(4) def pdf(x): return 0.5 * (stats.norm(scale=0.25 / e).pdf(x) + stats.norm(scale=4 / e).pdf(x)) y = np.random.normal(scale=0.5, size=(30000)) x = np.random.normal(scale=0.5, size=(30000)) z = np.random.normal(scale=0.1, size=len(x)) density = pdf(x) * pdf(y) pdf_z = pdf(5 * z) density *= pdf_z a = x + y b = 2 * y c = a - b + z norm = np.sqrt(a.var() + b.var()) a /= norm b /= norm ############################################################################### # Plot the figures def plot_figs(fig_num, elev, azim): fig = plt.figure(fig_num, figsize=(4, 3)) plt.clf() ax = Axes3D(fig, rect=[0, 0, .95, 1], elev=elev, azim=azim) ax.scatter(a[::10], b[::10], c[::10], c=density[::10], marker='+', alpha=.4) Y = np.c_[a, b, c] # Using SciPy's SVD, this would be: # _, pca_score, V = scipy.linalg.svd(Y, full_matrices=False) pca = PCA(n_components=3) pca.fit(Y) pca_score = pca.explained_variance_ratio_ V = pca.components_ x_pca_axis, y_pca_axis, z_pca_axis = V.T * pca_score / pca_score.min() x_pca_axis, y_pca_axis, z_pca_axis = 3 * V.T x_pca_plane = np.r_[x_pca_axis[:2], - x_pca_axis[1::-1]] y_pca_plane = np.r_[y_pca_axis[:2], - y_pca_axis[1::-1]] z_pca_plane = np.r_[z_pca_axis[:2], - z_pca_axis[1::-1]] x_pca_plane.shape = (2, 2) y_pca_plane.shape = (2, 2) z_pca_plane.shape = (2, 2) ax.plot_surface(x_pca_plane, y_pca_plane, z_pca_plane) ax.w_xaxis.set_ticklabels([]) ax.w_yaxis.set_ticklabels([]) ax.w_zaxis.set_ticklabels([]) elev = -40 azim = -80 plot_figs(1, elev, azim) elev = 30 azim = 20 plot_figs(2, elev, azim) plt.show()
apache-2.0
astocko/statsmodels
statsmodels/stats/sandwich_covariance.py
6
27945
# -*- coding: utf-8 -*- """Sandwich covariance estimators Created on Sun Nov 27 14:10:57 2011 Author: Josef Perktold Author: Skipper Seabold for HCxxx in linear_model.RegressionResults License: BSD-3 Notes ----- for calculating it, we have two versions version 1: use pinv pinv(x) scale pinv(x) used currently in linear_model, with scale is 1d (or diagonal matrix) (x'x)^(-1) x' scale x (x'x)^(-1), scale in general is (nobs, nobs) so pretty large general formulas for scale in cluster case are in http://pubs.amstat.org/doi/abstract/10.1198/jbes.2010.07136 which also has the second version version 2: (x'x)^(-1) S (x'x)^(-1) with S = x' scale x, S is (kvar,kvars), (x'x)^(-1) is available as normalized_covparams. S = sum (x*u) dot (x*u)' = sum x*u*u'*x' where sum here can aggregate over observations or groups. u is regression residual. x is (nobs, k_var) u is (nobs, 1) x*u is (nobs, k_var) For cluster robust standard errors, we first sum (x*w) over other groups (including time) and then take the dot product (sum of outer products) S = sum_g(x*u)' dot sum_g(x*u) For HAC by clusters, we first sum over groups for each time period, and then use HAC on the group sums of (x*w). If we have several groups, we have to sum first over all relevant groups, and then take the outer product sum. This can be done by summing using indicator functions or matrices or with explicit loops. Alternatively we calculate separate covariance matrices for each group, sum them and subtract the duplicate counted intersection. Not checked in details yet: degrees of freedom or small sample correction factors, see (two) references (?) This is the general case for MLE and GMM also in MLE hessian H, outerproduct of jacobian S, cov_hjjh = HJJH, which reduces to the above in the linear case, but can be used generally, e.g. in discrete, and is misnomed in GenericLikelihoodModel in GMM it's similar but I would have to look up the details, (it comes out in sandwich form by default, it's in the sandbox), standard Newey West or similar are on the covariance matrix of the moment conditions quasi-MLE: MLE with mis-specified model where parameter estimates are fine (consistent ?) but cov_params needs to be adjusted similar or same as in sandwiches. (I didn't go through any details yet.) TODO ---- * small sample correction factors, Done for cluster, not yet for HAC * automatic lag-length selection for Newey-West HAC, -> added: nlag = floor[4(T/100)^(2/9)] Reference: xtscc paper, Newey-West note this will not be optimal in the panel context, see Peterson * HAC should maybe return the chosen nlags * get consistent notation, varies by paper, S, scale, sigma? * replace diag(hat_matrix) calculations in cov_hc2, cov_hc3 References ---------- John C. Driscoll and Aart C. Kraay, “Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data,” Review of Economics and Statistics 80, no. 4 (1998): 549-560. Daniel Hoechle, "Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence", The Stata Journal Mitchell A. Petersen, “Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches,” Review of Financial Studies 22, no. 1 (January 1, 2009): 435 -480. A. Colin Cameron, Jonah B. Gelbach, and Douglas L. Miller, “Robust Inference With Multiway Clustering,” Journal of Business and Economic Statistics 29 (April 2011): 238-249. not used yet: A.C. Cameron, J.B. Gelbach, and D.L. Miller, “Bootstrap-based improvements for inference with clustered errors,” The Review of Economics and Statistics 90, no. 3 (2008): 414–427. """ from statsmodels.compat.python import range import pandas as pd import numpy as np from statsmodels.tools.grouputils import Group from statsmodels.stats.moment_helpers import se_cov __all__ = ['cov_cluster', 'cov_cluster_2groups', 'cov_hac', 'cov_nw_panel', 'cov_white_simple', 'cov_hc0', 'cov_hc1', 'cov_hc2', 'cov_hc3', 'se_cov', 'weights_bartlett', 'weights_uniform'] #----------- from linear_model.RegressionResults ''' HC0_se White's (1980) heteroskedasticity robust standard errors. Defined as sqrt(diag(X.T X)^(-1)X.T diag(e_i^(2)) X(X.T X)^(-1) where e_i = resid[i] HC0_se is a property. It is not evaluated until it is called. When it is called the RegressionResults instance will then have another attribute cov_HC0, which is the full heteroskedasticity consistent covariance matrix and also `het_scale`, which is in this case just resid**2. HCCM matrices are only appropriate for OLS. HC1_se MacKinnon and White's (1985) alternative heteroskedasticity robust standard errors. Defined as sqrt(diag(n/(n-p)*HC_0) HC1_se is a property. It is not evaluated until it is called. When it is called the RegressionResults instance will then have another attribute cov_HC1, which is the full HCCM and also `het_scale`, which is in this case n/(n-p)*resid**2. HCCM matrices are only appropriate for OLS. HC2_se MacKinnon and White's (1985) alternative heteroskedasticity robust standard errors. Defined as (X.T X)^(-1)X.T diag(e_i^(2)/(1-h_ii)) X(X.T X)^(-1) where h_ii = x_i(X.T X)^(-1)x_i.T HC2_se is a property. It is not evaluated until it is called. When it is called the RegressionResults instance will then have another attribute cov_HC2, which is the full HCCM and also `het_scale`, which is in this case is resid^(2)/(1-h_ii). HCCM matrices are only appropriate for OLS. HC3_se MacKinnon and White's (1985) alternative heteroskedasticity robust standard errors. Defined as (X.T X)^(-1)X.T diag(e_i^(2)/(1-h_ii)^(2)) X(X.T X)^(-1) where h_ii = x_i(X.T X)^(-1)x_i.T HC3_se is a property. It is not evaluated until it is called. When it is called the RegressionResults instance will then have another attribute cov_HC3, which is the full HCCM and also `het_scale`, which is in this case is resid^(2)/(1-h_ii)^(2). HCCM matrices are only appropriate for OLS. ''' def _HCCM(results, scale): ''' sandwich with pinv(x) * diag(scale) * pinv(x).T where pinv(x) = (X'X)^(-1) X and scale is (nobs,) ''' H = np.dot(results.model.pinv_wexog, scale[:,None]*results.model.pinv_wexog.T) return H def cov_hc0(results): """ See statsmodels.RegressionResults """ het_scale = results.resid**2 # or whitened residuals? only OLS? cov_hc0 = _HCCM(results, het_scale) return cov_hc0 def cov_hc1(results): """ See statsmodels.RegressionResults """ het_scale = results.nobs/(results.df_resid)*(results.resid**2) cov_hc1 = _HCCM(results, het_scale) return cov_hc1 def cov_hc2(results): """ See statsmodels.RegressionResults """ # probably could be optimized h = np.diag(np.dot(results.model.exog, np.dot(results.normalized_cov_params, results.model.exog.T))) het_scale = results.resid**2/(1-h) cov_hc2_ = _HCCM(results, het_scale) return cov_hc2_ def cov_hc3(results): """ See statsmodels.RegressionResults """ # above probably could be optimized to only calc the diag h = np.diag(np.dot(results.model.exog, np.dot(results.normalized_cov_params, results.model.exog.T))) het_scale=(results.resid/(1-h))**2 cov_hc3_ = _HCCM(results, het_scale) return cov_hc3_ #--------------------------------------- def _get_sandwich_arrays(results): """Helper function to get scores from results Parameters """ if isinstance(results, tuple): # assume we have jac and hessian_inv jac, hessian_inv = results jac = np.asarray(jac) hessian_inv = np.asarray(hessian_inv) elif hasattr(results, 'model'): if hasattr(results, '_results'): # remove wrapper results = results._results # assume we have a results instance if hasattr(results.model, 'jac'): xu = results.model.jac(results.params) hessian_inv = np.linalg.inv(results.model.hessian(results.params)) elif hasattr(results.model, 'score_obs'): xu = results.model.score_obs(results.params) hessian_inv = np.linalg.inv(results.model.hessian(results.params)) else: xu = results.model.wexog * results.wresid[:, None] hessian_inv = np.asarray(results.normalized_cov_params) else: raise ValueError('need either tuple of (jac, hessian_inv) or results' + 'instance') return xu, hessian_inv def _HCCM1(results, scale): ''' sandwich with pinv(x) * scale * pinv(x).T where pinv(x) = (X'X)^(-1) X and scale is (nobs, nobs), or (nobs,) with diagonal matrix diag(scale) Parameters ---------- results : result instance need to contain regression results, uses results.model.pinv_wexog scale : ndarray (nobs,) or (nobs, nobs) scale matrix, treated as diagonal matrix if scale is one-dimensional Returns ------- H : ndarray (k_vars, k_vars) robust covariance matrix for the parameter estimates ''' if scale.ndim == 1: H = np.dot(results.model.pinv_wexog, scale[:,None]*results.model.pinv_wexog.T) else: H = np.dot(results.model.pinv_wexog, np.dot(scale, results.model.pinv_wexog.T)) return H def _HCCM2(hessian_inv, scale): ''' sandwich with (X'X)^(-1) * scale * (X'X)^(-1) scale is (kvars, kvars) this uses results.normalized_cov_params for (X'X)^(-1) Parameters ---------- results : result instance need to contain regression results, uses results.normalized_cov_params scale : ndarray (k_vars, k_vars) scale matrix Returns ------- H : ndarray (k_vars, k_vars) robust covariance matrix for the parameter estimates ''' if scale.ndim == 1: scale = scale[:,None] xxi = hessian_inv H = np.dot(np.dot(xxi, scale), xxi.T) return H #TODO: other kernels, move ? def weights_bartlett(nlags): '''Bartlett weights for HAC this will be moved to another module Parameters ---------- nlags : int highest lag in the kernel window, this does not include the zero lag Returns ------- kernel : ndarray, (nlags+1,) weights for Bartlett kernel ''' #with lag zero return 1 - np.arange(nlags+1)/(nlags+1.) def weights_uniform(nlags): '''uniform weights for HAC this will be moved to another module Parameters ---------- nlags : int highest lag in the kernel window, this does not include the zero lag Returns ------- kernel : ndarray, (nlags+1,) weights for uniform kernel ''' #with lag zero return np.ones(nlags+1.) def S_hac_simple(x, nlags=None, weights_func=weights_bartlett): '''inner covariance matrix for HAC (Newey, West) sandwich assumes we have a single time series with zero axis consecutive, equal spaced time periods Parameters ---------- x : ndarray (nobs,) or (nobs, k_var) data, for HAC this is array of x_i * u_i nlags : int or None highest lag to include in kernel window. If None, then nlags = floor(4(T/100)^(2/9)) is used. weights_func : callable weights_func is called with nlags as argument to get the kernel weights. default are Bartlett weights Returns ------- S : ndarray, (k_vars, k_vars) inner covariance matrix for sandwich Notes ----- used by cov_hac_simple options might change when other kernels besides Bartlett are available. ''' if x.ndim == 1: x = x[:,None] n_periods = x.shape[0] if nlags is None: nlags = int(np.floor(4 * (n_periods / 100.)**(2./9.))) weights = weights_func(nlags) S = weights[0] * np.dot(x.T, x) #weights[0] just for completeness, is 1 for lag in range(1, nlags+1): s = np.dot(x[lag:].T, x[:-lag]) S += weights[lag] * (s + s.T) return S def S_white_simple(x): '''inner covariance matrix for White heteroscedastistity sandwich Parameters ---------- x : ndarray (nobs,) or (nobs, k_var) data, for HAC this is array of x_i * u_i Returns ------- S : ndarray, (k_vars, k_vars) inner covariance matrix for sandwich Notes ----- this is just dot(X.T, X) ''' if x.ndim == 1: x = x[:,None] return np.dot(x.T, x) def group_sums(x, group): '''sum x for each group, simple bincount version, again group : array, integer assumed to be consecutive integers no dtype checking because I want to raise in that case uses loop over columns of x #TODO: remove this, already copied to tools/grouputils ''' #TODO: transpose return in group_sum, need test coverage first # re-label groups or bincount takes too much memory if np.max(group) > 2 * x.shape[0]: group = pd.factorize(group)[0] return np.array([np.bincount(group, weights=x[:, col]) for col in range(x.shape[1])]) def S_hac_groupsum(x, time, nlags=None, weights_func=weights_bartlett): '''inner covariance matrix for HAC over group sums sandwich This assumes we have complete equal spaced time periods. The number of time periods per group need not be the same, but we need at least one observation for each time period For a single categorical group only, or a everything else but time dimension. This first aggregates x over groups for each time period, then applies HAC on the sum per period. Parameters ---------- x : ndarray (nobs,) or (nobs, k_var) data, for HAC this is array of x_i * u_i time : ndarray, (nobs,) timeindes, assumed to be integers range(n_periods) nlags : int or None highest lag to include in kernel window. If None, then nlags = floor[4(T/100)^(2/9)] is used. weights_func : callable weights_func is called with nlags as argument to get the kernel weights. default are Bartlett weights Returns ------- S : ndarray, (k_vars, k_vars) inner covariance matrix for sandwich References ---------- Daniel Hoechle, xtscc paper Driscoll and Kraay ''' #needs groupsums x_group_sums = group_sums(x, time).T #TODO: transpose return in grou_sum return S_hac_simple(x_group_sums, nlags=nlags, weights_func=weights_func) def S_crosssection(x, group): '''inner covariance matrix for White on group sums sandwich I guess for a single categorical group only, categorical group, can also be the product/intersection of groups This is used by cov_cluster and indirectly verified ''' x_group_sums = group_sums(x, group).T #TODO: why transposed return S_white_simple(x_group_sums) def cov_crosssection_0(results, group): '''this one is still wrong, use cov_cluster instead''' #TODO: currently used version of groupsums requires 2d resid scale = S_crosssection(results.resid[:,None], group) scale = np.squeeze(scale) cov = _HCCM1(results, scale) return cov def cov_cluster(results, group, use_correction=True): '''cluster robust covariance matrix Calculates sandwich covariance matrix for a single cluster, i.e. grouped variables. Parameters ---------- results : result instance result of a regression, uses results.model.exog and results.resid TODO: this should use wexog instead use_correction : bool If true (default), then the small sample correction factor is used. Returns ------- cov : ndarray, (k_vars, k_vars) cluster robust covariance matrix for parameter estimates Notes ----- same result as Stata in UCLA example and same as Peterson ''' #TODO: currently used version of groupsums requires 2d resid xu, hessian_inv = _get_sandwich_arrays(results) if not hasattr(group, 'dtype') or group.dtype != np.dtype('int'): clusters, group = np.unique(group, return_inverse=True) else: clusters = np.unique(group) scale = S_crosssection(xu, group) nobs, k_params = xu.shape n_groups = len(clusters) #replace with stored group attributes if available cov_c = _HCCM2(hessian_inv, scale) if use_correction: cov_c *= (n_groups / (n_groups - 1.) * ((nobs-1.) / float(nobs - k_params))) return cov_c def cov_cluster_2groups(results, group, group2=None, use_correction=True): '''cluster robust covariance matrix for two groups/clusters Parameters ---------- results : result instance result of a regression, uses results.model.exog and results.resid TODO: this should use wexog instead use_correction : bool If true (default), then the small sample correction factor is used. Returns ------- cov_both : ndarray, (k_vars, k_vars) cluster robust covariance matrix for parameter estimates, for both clusters cov_0 : ndarray, (k_vars, k_vars) cluster robust covariance matrix for parameter estimates for first cluster cov_1 : ndarray, (k_vars, k_vars) cluster robust covariance matrix for parameter estimates for second cluster Notes ----- verified against Peterson's table, (4 decimal print precision) ''' if group2 is None: if group.ndim !=2 or group.shape[1] != 2: raise ValueError('if group2 is not given, then groups needs to be ' + 'an array with two columns') group0 = group[:, 0] group1 = group[:, 1] else: group0 = group group1 = group2 group = (group0, group1) cov0 = cov_cluster(results, group0, use_correction=use_correction) #[0] because we get still also returns bse cov1 = cov_cluster(results, group1, use_correction=use_correction) group_intersection = Group(group) #cov of cluster formed by intersection of two groups cov01 = cov_cluster(results, group_intersection.group_int, use_correction=use_correction) #robust cov matrix for union of groups cov_both = cov0 + cov1 - cov01 #return all three (for now?) return cov_both, cov0, cov1 def cov_white_simple(results, use_correction=True): ''' heteroscedasticity robust covariance matrix (White) Parameters ---------- results : result instance result of a regression, uses results.model.exog and results.resid TODO: this should use wexog instead Returns ------- cov : ndarray, (k_vars, k_vars) heteroscedasticity robust covariance matrix for parameter estimates Notes ----- This produces the same result as cov_hc0, and does not include any small sample correction. verified (against LinearRegressionResults and Peterson) See Also -------- cov_hc1, cov_hc2, cov_hc3 : heteroscedasticity robust covariance matrices with small sample corrections ''' xu, hessian_inv = _get_sandwich_arrays(results) sigma = S_white_simple(xu) cov_w = _HCCM2(hessian_inv, sigma) #add bread to sandwich if use_correction: nobs, k_params = xu.shape cov_w *= nobs / float(nobs - k_params) return cov_w def cov_hac_simple(results, nlags=None, weights_func=weights_bartlett, use_correction=True): ''' heteroscedasticity and autocorrelation robust covariance matrix (Newey-West) Assumes we have a single time series with zero axis consecutive, equal spaced time periods Parameters ---------- results : result instance result of a regression, uses results.model.exog and results.resid TODO: this should use wexog instead nlags : int or None highest lag to include in kernel window. If None, then nlags = floor[4(T/100)^(2/9)] is used. weights_func : callable weights_func is called with nlags as argument to get the kernel weights. default are Bartlett weights Returns ------- cov : ndarray, (k_vars, k_vars) HAC robust covariance matrix for parameter estimates Notes ----- verified only for nlags=0, which is just White just guessing on correction factor, need reference options might change when other kernels besides Bartlett are available. ''' xu, hessian_inv = _get_sandwich_arrays(results) sigma = S_hac_simple(xu, nlags=nlags, weights_func=weights_func) cov_hac = _HCCM2(hessian_inv, sigma) if use_correction: nobs, k_params = xu.shape cov_hac *= nobs / float(nobs - k_params) return cov_hac cov_hac = cov_hac_simple #alias for users #---------------------- use time lags corrected for groups #the following were copied from a different experimental script, #groupidx is tuple, observations assumed to be stacked by group member and #sorted by time, equal number of periods is not required, but equal spacing is. #I think this is pure within group HAC: apply HAC to each group member #separately def lagged_groups(x, lag, groupidx): ''' assumes sorted by time, groupidx is tuple of start and end values not optimized, just to get a working version, loop over groups ''' out0 = [] out_lagged = [] for l,u in groupidx: if l+lag < u: #group is longer than lag out0.append(x[l+lag:u]) out_lagged.append(x[l:u-lag]) if out0 == []: raise ValueError('all groups are empty taking lags') #return out0, out_lagged return np.vstack(out0), np.vstack(out_lagged) def S_nw_panel(xw, weights, groupidx): '''inner covariance matrix for HAC for panel data no denominator nobs used no reference for this, just accounting for time indices ''' nlags = len(weights)-1 S = weights[0] * np.dot(xw.T, xw) #weights just for completeness for lag in range(1, nlags+1): xw0, xwlag = lagged_groups(xw, lag, groupidx) s = np.dot(xw0.T, xwlag) S += weights[lag] * (s + s.T) return S def cov_nw_panel(results, nlags, groupidx, weights_func=weights_bartlett, use_correction='hac'): '''Panel HAC robust covariance matrix Assumes we have a panel of time series with consecutive, equal spaced time periods. Data is assumed to be in long format with time series of each individual stacked into one array. Panel can be unbalanced. Parameters ---------- results : result instance result of a regression, uses results.model.exog and results.resid TODO: this should use wexog instead nlags : int or None Highest lag to include in kernel window. Currently, no default because the optimal length will depend on the number of observations per cross-sectional unit. groupidx : list of tuple each tuple should contain the start and end index for an individual. (groupidx might change in future). weights_func : callable weights_func is called with nlags as argument to get the kernel weights. default are Bartlett weights use_correction : 'cluster' or 'hac' or False If False, then no small sample correction is used. If 'cluster' (default), then the same correction as in cov_cluster is used. If 'hac', then the same correction as in single time series, cov_hac is used. Returns ------- cov : ndarray, (k_vars, k_vars) HAC robust covariance matrix for parameter estimates Notes ----- For nlags=0, this is just White covariance, cov_white. If kernel is uniform, `weights_uniform`, with nlags equal to the number of observations per unit in a balance panel, then cov_cluster and cov_hac_panel are identical. Tested against STATA `newey` command with same defaults. Options might change when other kernels besides Bartlett and uniform are available. ''' if nlags == 0: #so we can reproduce HC0 White weights = [1, 0] #to avoid the scalar check in hac_nw else: weights = weights_func(nlags) xu, hessian_inv = _get_sandwich_arrays(results) S_hac = S_nw_panel(xu, weights, groupidx) cov_hac = _HCCM2(hessian_inv, S_hac) if use_correction: nobs, k_params = xu.shape if use_correction == 'hac': cov_hac *= nobs / float(nobs - k_params) elif use_correction in ['c', 'clu', 'cluster']: n_groups = len(groupidx) cov_hac *= n_groups / (n_groups - 1.) cov_hac *= ((nobs-1.) / float(nobs - k_params)) return cov_hac def cov_nw_groupsum(results, nlags, time, weights_func=weights_bartlett, use_correction=0): '''Driscoll and Kraay Panel robust covariance matrix Robust covariance matrix for panel data of Driscoll and Kraay. Assumes we have a panel of time series where the time index is available. The time index is assumed to represent equal spaced periods. At least one observation per period is required. Parameters ---------- results : result instance result of a regression, uses results.model.exog and results.resid TODO: this should use wexog instead nlags : int or None Highest lag to include in kernel window. Currently, no default because the optimal length will depend on the number of observations per cross-sectional unit. time : ndarray of int this should contain the coding for the time period of each observation. time periods should be integers in range(maxT) where maxT is obs of i weights_func : callable weights_func is called with nlags as argument to get the kernel weights. default are Bartlett weights use_correction : 'cluster' or 'hac' or False If False, then no small sample correction is used. If 'hac' (default), then the same correction as in single time series, cov_hac is used. If 'cluster', then the same correction as in cov_cluster is used. Returns ------- cov : ndarray, (k_vars, k_vars) HAC robust covariance matrix for parameter estimates Notes ----- Tested against STATA xtscc package, which uses no small sample correction This first averages relevant variables for each time period over all individuals/groups, and then applies the same kernel weighted averaging over time as in HAC. Warning: In the example with a short panel (few time periods and many individuals) with mainly across individual variation this estimator did not produce reasonable results. Options might change when other kernels besides Bartlett and uniform are available. References ---------- Daniel Hoechle, xtscc paper Driscoll and Kraay ''' xu, hessian_inv = _get_sandwich_arrays(results) #S_hac = S_nw_panel(xw, weights, groupidx) S_hac = S_hac_groupsum(xu, time, nlags=nlags, weights_func=weights_func) cov_hac = _HCCM2(hessian_inv, S_hac) if use_correction: nobs, k_params = xu.shape if use_correction == 'hac': cov_hac *= nobs / float(nobs - k_params) elif use_correction in ['c', 'cluster']: n_groups = len(np.unique(time)) cov_hac *= n_groups / (n_groups - 1.) cov_hac *= ((nobs-1.) / float(nobs - k_params)) return cov_hac
bsd-3-clause
pedroig/Parkinsons-Disease-Digital-Biomarker
CNN/cnn.py
1
18268
import functools import tensorflow as tf import numpy as np import time import pandas as pd import sys from datetime import datetime sys.path.insert(0, '../Features') import utils def doublewrap(function): """ A decorator decorator, allowing to use the decorator to be used without parentheses if no arguments are provided. All arguments must be optional. """ @functools.wraps(function) def decorator(*args, **kwargs): if len(args) == 1 and len(kwargs) == 0 and callable(args[0]): return function(args[0]) else: return lambda wrapee: function(wrapee, *args, **kwargs) return decorator @doublewrap def define_scope(function, scope=None, *args, **kwargs): """ A decorator for functions that define TensorFlow operations. The wrapped function will only be executed once. Subsequent calls to it will directly return the result so that operations are added to the graph only once. The operations added by the function live within a tf.variable_scope(). If this decorator is used with arguments, they will be forwarded to the variable scope. The scope name defaults to the name of the wrapped function. """ attribute = '_cache_' + function.__name__ name = scope or function.__name__ @property @functools.wraps(function) def decorator(self): if not hasattr(self, attribute): with tf.variable_scope(name, *args, **kwargs): setattr(self, attribute, function(self)) return getattr(self, attribute) return decorator class CNN: def __init__(self, foldValNumber, learning_rate=0.0001, batch_size=100, n_epochs=30, timeSeries='rest', validateOnOldAgeGroup=True, useAugmentedData=False, noOutlierTable=False): """ Input: - foldValNumber: int Fold index for the validation set. This number also defines the distribution of the folds in the training and test sets. - learning_rate: float real positive number - batch_size: int Number of samples per batch. (batch_size >= 1) - n_epochs: int Maximum number of epochs. (n_epochs > 4) - timeSeries: string 'rest' or 'outbound' - validateOnOldAgeGroup: bool Whether to select only people older 56 years in the validation set. - useAugmentedData: bool Whether to use augmented data in the training set. - noOutlierTable: bool Whether to read from tables without possible outliers. """ self.foldValNumber = foldValNumber self.channels_input = 3 self.n_outputs = 2 self.timeSeriesPaddedLength = 4000 self.numberOfFolds = 10 self.batch_size = batch_size self.learning_rate = learning_rate self.n_epochs = n_epochs self.timeSeries = timeSeries self.useAugmentedData = useAugmentedData self.noOutlierTable = noOutlierTable self.validateOnOldAgeGroup = validateOnOldAgeGroup self.generateDirectoriesNames() self.logits_prediction self.optimize self.metrics self.tensorboard_summaries self.init_and_save @define_scope(initializer=tf.contrib.slim.xavier_initializer()) def logits_prediction(self): """ Outputs logits tensor, i.e., the unscaled log probabilities for each of the two possible classes. """ self.X = tf.placeholder(tf.float32, shape=[None, self.timeSeriesPaddedLength, self.channels_input], name="X") self.y = tf.placeholder(tf.int32, shape=[None], name="label") convFilters = [8, 16, 32, 32, 64, 64, 128, 128] convKernelSizes = [5, 5, 4, 4, 4, 4, 4, 5] x = self.X for layerNumber in range(8): x = tf.layers.conv1d(inputs=x, filters=convFilters[layerNumber], kernel_size=convKernelSizes[layerNumber], strides=1, padding='valid', data_format='channels_last', activation=tf.nn.relu, name="conv{}".format(layerNumber + 1)) x = tf.layers.max_pooling1d(inputs=x, pool_size=2, strides=2, padding='valid', data_format='channels_last', name='pool{}'.format(layerNumber + 1)) flat = tf.reshape(x, shape=[-1, 12 * 128], name="flat") logits = tf.layers.dense(inputs=flat, units=self.n_outputs, name="logits") return logits @define_scope("Train") def optimize(self): """ Outputs the gradient descent operation. """ xentropy = tf.nn.sparse_softmax_cross_entropy_with_logits(logits=self.logits_prediction, labels=self.y) self.loss = tf.reduce_mean(xentropy) optimizer = tf.train.AdamOptimizer(learning_rate=self.learning_rate) return optimizer.minimize(self.loss) @define_scope("Metrics") def metrics(self): """ Outputs grouped update operation for the following metrics: * Area under the ROC curve; * Precision; * Recall. It's important to highlight that the update operation accumulates the relevant data from the confusion matrix for each metric in local variables, enabling the estimation of the selected metrics over a stream of data like the mini-batches. For this reason, it is required to reset the local variables before calling this method if the intention is to make an estimation in a different dataset. """ logits = self.logits_prediction positiveClass_probability = tf.sigmoid(logits[:, 1] - logits[:, 0]) self.auc, auc_update_op = tf.metrics.auc(labels=self.y, predictions=positiveClass_probability, num_thresholds=10000, curve='ROC') self.precision, precision_update_op = tf.metrics.precision_at_thresholds(labels=self.y, thresholds=[0.5], predictions=positiveClass_probability) self.recall, recall_update_op = tf.metrics.recall_at_thresholds(labels=self.y, thresholds=[0.5], predictions=positiveClass_probability) update_ops = tf.group(auc_update_op, precision_update_op, recall_update_op) return update_ops @define_scope("Tensorboard") def tensorboard_summaries(self): """ Tensor summaries for exporting information about the model to tensorboard. """ self.loss_summary = tf.summary.scalar('Loss', self.loss) self.auc_summary = { 'Training': tf.summary.scalar('AUC_Training', self.auc), 'Validation': tf.summary.scalar('AUC_Validation', self.auc) } self.precision_summary = { 'Training': tf.summary.scalar('Precision_Training', self.precision[0]), 'Validation': tf.summary.scalar('Precision_Validation', self.precision[0]) } self.recall_summary = { 'Training': tf.summary.scalar('Recall_Training', self.recall[0]), 'Validation': tf.summary.scalar('Recall_Validation', self.recall[0]) } self.file_writer = tf.summary.FileWriter(self.logdir, tf.get_default_graph()) @define_scope("init_and_save") def init_and_save(self): """ Auxiliar tensorflow nodes: * Node in the graph that initializes all variables when it is run; * Saver node to save and restore variables to and from checkpoints. """ self.init = tf.global_variables_initializer() self.saver = tf.train.Saver() def process_summaries_set(self, setName, epoch): """ Saves the metrics from the current epoch in the tensorboard summaries and prints it for the user. Input: - setName: string String to select which summaries to process: 'Training' or 'Validation'. - epoch: int Epoch number that corresponds to the horizontal axis when plotting the summaries. """ self.file_writer.add_summary(self.auc_summary[setName].eval(), epoch) self.file_writer.add_summary(self.precision_summary[setName].eval(), epoch) self.file_writer.add_summary(self.recall_summary[setName].eval(), epoch) self.printMetrics(setName) def printMetrics(self, setName): """ Input: - setName: string Title string to be printed. """ print("\t{}".format(setName)) print("\t\tROC AUC:", self.auc.eval()) print("\t\tPrecision:", self.precision.eval()[0]) print("\t\tRecall:", self.recall.eval()[0]) def evaluateMetricsRestored(self, restoreFolderName): """ Restores trainable parameters correspondent to the folder name specified and evaluates the performance of the model in the test set. Input: - restoreFolderName: string Folder name for checkpoint to be restored. """ with tf.Session() as sess: # reset the local variables used for metrics sess.run(tf.local_variables_initializer()) self.saver.restore(sess, "./checkpoints/{}/model.ckpt".format(restoreFolderName)) sess.run(self.metrics, feed_dict=self.feed_dict_test) self.printMetrics("Test:") return self.auc.eval() def train(self): """ Executes the tensorflow graph to train the model while also saving and displaying metrics of the process. Note: It is important to highlight that the mini-batches are loaded to memory on demand, making it so that only one is in memory at any given time. Outputs the epoch (int) in which the AUROC score is maximum in the validation set. """ max_auc = -1 epochsSinceLastMax = 0 n_batches = len(self.featuresTableTrain) // self.batch_size with tf.Session() as sess: self.init.run() for epoch in range(self.n_epochs): # reset the local variables used for metrics sess.run(tf.local_variables_initializer()) epoch_start_time = time.time() for batch_index in range(n_batches): # Building Batch featuresTableBatch = self.featuresTableTrain[self.featuresTableTrain.index // self.batch_size == batch_index] feed_dict_batch = self.buildFeedDict(featuresTableBatch) # Training operation and metrics updates sess.run([self.optimize, self.metrics], feed_dict=feed_dict_batch) # Loss function summary if batch_index % 4 == 0: summary_str = self.loss_summary.eval(feed_dict=feed_dict_batch) step = epoch * n_batches + batch_index self.file_writer.add_summary(summary_str, step) # Metrics print("Epoch: {}, Execution time: {} seconds".format(epoch, time.time() - epoch_start_time)) # Metrics on training data self.process_summaries_set("Training", epoch) # Validation set metrics for current epoch sess.run(tf.local_variables_initializer()) sess.run(self.metrics, feed_dict=self.feed_dict_val) self.process_summaries_set("Validation", epoch) if epoch > 3: if max_auc < self.auc.eval(): max_auc = self.auc.eval() epochsSinceLastMax = 0 savingEpoch = epoch self.saver.save(sess, self.checkpointdir.format(epoch)) else: epochsSinceLastMax += 1 if epochsSinceLastMax > 8: break self.file_writer.close() return savingEpoch def generateDirectoriesNames(self): """ Generates names for: *Checkpoint directory; *Log directory for tensorboard. """ self.now = datetime.utcnow().strftime("%Y%m%d%H%M%S") self.folderName = "run-{}_{}_learningRate-{}_batchSize-{}-fold{}".format( self.now, self.timeSeries, self.learning_rate, self.batch_size, self.foldValNumber) if self.useAugmentedData: self.folderName += "_augmented" if self.noOutlierTable: self.folderName += "_noOutliers" self.logdir = "tf_logs/{}/".format(self.folderName) self.checkpointdir = "./checkpoints/{}".format(self.folderName) self.checkpointdir += "_savingEpoch{}/model.ckpt" def readPreprocessTable(self, name): """ Input: - name: string Table to be loaded: 'train', val' or 'test'. """ featuresTable = pd.read_csv("../data/{}_extra_columns.csv".format(name), index_col=0) # Renaming to use the column name to access a named tuple for timeSeriesName in ['outbound', 'rest']: # , 'return']: featuresTable.rename(columns={'deviceMotion_walking_{}.json.items'.format(timeSeriesName): 'deviceMotion_walking_' + timeSeriesName}, inplace=True) featuresTable.reset_index(inplace=True, drop=True) return featuresTable def buildFeedDict(self, table): """ Receives table and builds the correspondent feed dictionary to be used in the tensorflow session. Input: - table: pandas DataFrame """ X, y = self.generateSetFromTable(table) feed_dict = { self.y: y, self.X: X } return feed_dict def loadFoldTables(self): """ Loads tables for all the folds used in the cross-validation. """ folds = {} for foldIndex in range(self.numberOfFolds): table = 'fold{}'.format(foldIndex) if self.noOutlierTable: table += '_noOutliers' if self.useAugmentedData: table += '_augmented' folds[foldIndex] = self.readPreprocessTable(table) return folds def evaluateFoldConfiguration(self): """ The number of folds is equal to the number of distributions of Training and Validation/Test sets. This function trains the model in one possible distribution, maximizes the AUROC on the validation set and outputs the AUROC for the test set using the trainable parameters from the validation maximum. """ foldTestNumber = (self.foldValNumber + 1) % self.numberOfFolds folds = self.loadFoldTables() featuresTableVal = folds[self.foldValNumber] featuresTableTest = folds[foldTestNumber] if self.validateOnOldAgeGroup: featuresTableVal = featuresTableVal[featuresTableVal.age > 56] featuresTableTest = featuresTableTest[featuresTableTest.age > 56] # Removing augmented data from validation and test sets if self.useAugmentedData: augmentedRowsVal = featuresTableVal[featuresTableVal.augmented].index augmentedRowsTest = featuresTableTest[featuresTableTest.augmented].index featuresTableVal.drop(augmentedRowsVal, inplace=True) featuresTableTest.drop(augmentedRowsTest, inplace=True) del folds[self.foldValNumber] del folds[foldTestNumber] self.feed_dict_val = self.buildFeedDict(featuresTableVal.sample(frac=1)) self.feed_dict_test = self.buildFeedDict(featuresTableTest.sample(frac=1)) self.featuresTableTrain = pd.concat(folds.values()) self.featuresTableTrain = self.featuresTableTrain.sample(frac=1) self.featuresTableTrain.reset_index(inplace=True, drop=True) savingEpoch = self.train() return self.evaluateMetricsRestored("{}_savingEpoch{}".format(self.folderName, savingEpoch)) def generateSetFromTable(self, featuresTable): """ Loads all the rotation rate JSON files from a given table into memory. """ axes = ['x', 'y', 'z'] y = featuresTable.Target y = np.array(y) X = {} timeSeriesName = 'deviceMotion_walking_' + self.timeSeries X = pd.DataFrame(columns=axes) for row in featuresTable.itertuples(): if "augmented" in featuresTable and row.augmented: data = utils.readJSON_data(getattr(row, timeSeriesName), timeSeriesName, "RotRate_augmented.json") else: data = utils.readJSON_data(getattr(row, timeSeriesName), timeSeriesName, "RotRate.json") XElement = data.loc[:, axes] zeros = pd.DataFrame(0, index=np.arange(self.timeSeriesPaddedLength - len(data)), columns=axes) X = pd.concat([X, XElement, zeros]) X = np.asarray(X) X = X.reshape((-1, self.timeSeriesPaddedLength, self.channels_input)) return X, y def main(): tf.reset_default_graph() foldValNumber = int(sys.argv[1]) print("Running foldValNumber", foldValNumber) model = CNN(foldValNumber, learning_rate=0.0001, batch_size=100, n_epochs=30, timeSeries='rest', useAugmentedData=True, noOutlierTable=True) test_auroc = model.evaluateFoldConfiguration() outFile = open('Folds/fold{}.txt'.format(foldValNumber), 'w') outFile.write(str(test_auroc)) outFile.close() if __name__ == '__main__': main()
mit
DANA-Laboratory/CoolProp
wrappers/Python/CoolProp/Plots/PsychScript.py
3
1960
# This file was auto-generated by the PsychChart.py script in wrappers/Python/CoolProp/Plots if __name__=='__main__': import numpy, matplotlib from CoolProp.HumidAirProp import HAPropsSI from CoolProp.Plots.Plots import InlineLabel p = 101325 Tdb = numpy.linspace(-10,60,100)+273.15 # Make the figure and the axes fig=matplotlib.pyplot.figure(figsize=(10,8)) ax=fig.add_axes((0.1,0.1,0.85,0.85)) # Saturation line w = [HAPropsSI('W','T',T,'P',p,'R',1.0) for T in Tdb] ax.plot(Tdb-273.15,w,lw=2) # Humidity lines RHValues = [0.05, 0.1, 0.15, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9] for RH in RHValues: w = [HAPropsSI('W','T',T,'P',p,'R',RH) for T in Tdb] ax.plot(Tdb-273.15,w,'r',lw=1) # Humidity lines for H in [-20000, -10000, 0, 10000, 20000, 30000, 40000, 50000, 60000, 70000, 80000, 90000]: #Line goes from saturation to zero humidity ratio for this enthalpy T1 = HAPropsSI('T','H',H,'P',p,'R',1.0)-273.15 T0 = HAPropsSI('T','H',H,'P',p,'R',0.0)-273.15 w1 = HAPropsSI('W','H',H,'P',p,'R',1.0) w0 = HAPropsSI('W','H',H,'P',p,'R',0.0) ax.plot(numpy.r_[T1,T0],numpy.r_[w1,w0],'r',lw=1) ax.set_xlim(Tdb[0]-273.15,Tdb[-1]-273.15) ax.set_ylim(0,0.03) ax.set_xlabel(r"$T_{db}$ [$^{\circ}$C]") ax.set_ylabel(r"$W$ ($m_{w}/m_{da}$) [-]") xv = Tdb #[K] for RH in [0.05, 0.1, 0.15, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]: yv = [HAPropsSI('W','T',T,'P',p,'R',RH) for T in Tdb] y = HAPropsSI('W','P',p,'H',65000.000000,'R',RH) T_K,w,rot = InlineLabel(xv, yv, y=y, axis = ax) string = r'$\phi$='+'{s:0.0f}'.format(s=RH*100)+'%' bbox_opts = dict(boxstyle='square,pad=0.0',fc='white',ec='None',alpha = 0.5) ax.text(T_K-273.15,w,string,rotation = rot,ha ='center',va='center',bbox=bbox_opts) matplotlib.pyplot.show()
mit
glneo/gnuradio
gr-filter/examples/resampler.py
58
4454
#!/usr/bin/env python # # Copyright 2009,2012,2013 Free Software Foundation, Inc. # # This file is part of GNU Radio # # GNU Radio is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 3, or (at your option) # any later version. # # GNU Radio is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with GNU Radio; see the file COPYING. If not, write to # the Free Software Foundation, Inc., 51 Franklin Street, # Boston, MA 02110-1301, USA. # from gnuradio import gr from gnuradio import filter from gnuradio import blocks import sys try: from gnuradio import analog except ImportError: sys.stderr.write("Error: Program requires gr-analog.\n") sys.exit(1) try: import scipy except ImportError: sys.stderr.write("Error: Program requires scipy (see: www.scipy.org).\n") sys.exit(1) try: import pylab except ImportError: sys.stderr.write("Error: Program requires matplotlib (see: matplotlib.sourceforge.net).\n") sys.exit(1) class mytb(gr.top_block): def __init__(self, fs_in, fs_out, fc, N=10000): gr.top_block.__init__(self) rerate = float(fs_out) / float(fs_in) print "Resampling from %f to %f by %f " %(fs_in, fs_out, rerate) # Creating our own taps taps = filter.firdes.low_pass_2(32, 32, 0.25, 0.1, 80) self.src = analog.sig_source_c(fs_in, analog.GR_SIN_WAVE, fc, 1) #self.src = analog.noise_source_c(analog.GR_GAUSSIAN, 1) self.head = blocks.head(gr.sizeof_gr_complex, N) # A resampler with our taps self.resamp_0 = filter.pfb.arb_resampler_ccf(rerate, taps, flt_size=32) # A resampler that just needs a resampling rate. # Filter is created for us and designed to cover # entire bandwidth of the input signal. # An optional atten=XX rate can be used here to # specify the out-of-band rejection (default=80). self.resamp_1 = filter.pfb.arb_resampler_ccf(rerate) self.snk_in = blocks.vector_sink_c() self.snk_0 = blocks.vector_sink_c() self.snk_1 = blocks.vector_sink_c() self.connect(self.src, self.head, self.snk_in) self.connect(self.head, self.resamp_0, self.snk_0) self.connect(self.head, self.resamp_1, self.snk_1) def main(): fs_in = 8000 fs_out = 20000 fc = 1000 N = 10000 tb = mytb(fs_in, fs_out, fc, N) tb.run() # Plot PSD of signals nfftsize = 2048 fig1 = pylab.figure(1, figsize=(10,10), facecolor="w") sp1 = fig1.add_subplot(2,1,1) sp1.psd(tb.snk_in.data(), NFFT=nfftsize, noverlap=nfftsize/4, Fs = fs_in) sp1.set_title(("Input Signal at f_s=%.2f kHz" % (fs_in/1000.0))) sp1.set_xlim([-fs_in/2, fs_in/2]) sp2 = fig1.add_subplot(2,1,2) sp2.psd(tb.snk_0.data(), NFFT=nfftsize, noverlap=nfftsize/4, Fs = fs_out, label="With our filter") sp2.psd(tb.snk_1.data(), NFFT=nfftsize, noverlap=nfftsize/4, Fs = fs_out, label="With auto-generated filter") sp2.set_title(("Output Signals at f_s=%.2f kHz" % (fs_out/1000.0))) sp2.set_xlim([-fs_out/2, fs_out/2]) sp2.legend() # Plot signals in time Ts_in = 1.0/fs_in Ts_out = 1.0/fs_out t_in = scipy.arange(0, len(tb.snk_in.data())*Ts_in, Ts_in) t_out = scipy.arange(0, len(tb.snk_0.data())*Ts_out, Ts_out) fig2 = pylab.figure(2, figsize=(10,10), facecolor="w") sp21 = fig2.add_subplot(2,1,1) sp21.plot(t_in, tb.snk_in.data()) sp21.set_title(("Input Signal at f_s=%.2f kHz" % (fs_in/1000.0))) sp21.set_xlim([t_in[100], t_in[200]]) sp22 = fig2.add_subplot(2,1,2) sp22.plot(t_out, tb.snk_0.data(), label="With our filter") sp22.plot(t_out, tb.snk_1.data(), label="With auto-generated filter") sp22.set_title(("Output Signals at f_s=%.2f kHz" % (fs_out/1000.0))) r = float(fs_out)/float(fs_in) sp22.set_xlim([t_out[r * 100], t_out[r * 200]]) sp22.legend() pylab.show() if __name__ == "__main__": main()
gpl-3.0
itaiin/arrow
python/pyarrow/tests/test_scalars.py
1
7485
# -*- coding: utf-8 -*- # Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. import pytest import numpy as np from pyarrow.compat import unittest, u, unicode_type import pyarrow as pa class TestScalars(unittest.TestCase): def test_null_singleton(self): with pytest.raises(Exception): pa.NAType() def test_nulls(self): arr = pa.array([None, None]) for v in arr: assert v is pa.NA assert v.as_py() is None def test_bool(self): arr = pa.array([True, None, False, None]) v = arr[0] assert isinstance(v, pa.BooleanValue) assert repr(v) == "True" assert str(v) == "True" assert v.as_py() is True assert arr[1] is pa.NA def test_int64(self): arr = pa.array([1, 2, None]) v = arr[0] assert isinstance(v, pa.Int64Value) assert repr(v) == "1" assert str(v) == "1" assert v.as_py() == 1 assert v == 1 assert arr[2] is pa.NA def test_double(self): arr = pa.array([1.5, None, 3]) v = arr[0] assert isinstance(v, pa.DoubleValue) assert repr(v) == "1.5" assert str(v) == "1.5" assert v.as_py() == 1.5 assert v == 1.5 assert arr[1] is pa.NA v = arr[2] assert v.as_py() == 3.0 def test_half_float(self): arr = pa.array([np.float16(1.5), None], type=pa.float16()) v = arr[0] assert isinstance(v, pa.HalfFloatValue) assert repr(v) == "1.5" assert str(v) == "1.5" assert v.as_py() == 1.5 assert v == 1.5 assert arr[1] is pa.NA def test_string_unicode(self): arr = pa.array([u'foo', None, u'mañana']) v = arr[0] assert isinstance(v, pa.StringValue) assert v.as_py() == u'foo' assert repr(v) == repr(u"foo") assert str(v) == str(u"foo") assert v == u'foo' # Assert that newly created values are equal to the previously created # one. assert v == arr[0] assert arr[1] is pa.NA v = arr[2].as_py() assert v == u'mañana' assert isinstance(v, unicode_type) def test_bytes(self): arr = pa.array([b'foo', None, u('bar')]) def check_value(v, expected): assert isinstance(v, pa.BinaryValue) assert v.as_py() == expected assert str(v) == str(expected) assert repr(v) == repr(expected) assert v == expected assert v != b'xxxxx' buf = v.as_buffer() assert isinstance(buf, pa.Buffer) assert buf.to_pybytes() == expected check_value(arr[0], b'foo') assert arr[1] is pa.NA check_value(arr[2], b'bar') def test_fixed_size_bytes(self): data = [b'foof', None, b'barb'] arr = pa.array(data, type=pa.binary(4)) v = arr[0] assert isinstance(v, pa.FixedSizeBinaryValue) assert v.as_py() == b'foof' assert arr[1] is pa.NA v = arr[2].as_py() assert v == b'barb' assert isinstance(v, bytes) def test_list(self): arr = pa.array([['foo', None], None, ['bar'], []]) v = arr[0] assert len(v) == 2 assert isinstance(v, pa.ListValue) assert repr(v) == "['foo', None]" assert v.as_py() == ['foo', None] assert v[0].as_py() == 'foo' assert v[1] is pa.NA assert v[-1] == v[1] assert v[-2] == v[0] with pytest.raises(IndexError): v[-3] with pytest.raises(IndexError): v[2] assert arr[1] is pa.NA v = arr[3] assert len(v) == 0 @pytest.mark.pandas def test_timestamp(self): import pandas as pd arr = pd.date_range('2000-01-01 12:34:56', periods=10).values units = ['ns', 'us', 'ms', 's'] for i, unit in enumerate(units): dtype = 'datetime64[{0}]'.format(unit) arrow_arr = pa.Array.from_pandas(arr.astype(dtype)) expected = pd.Timestamp('2000-01-01 12:34:56') assert arrow_arr[0].as_py() == expected assert arrow_arr[0].value * 1000**i == expected.value tz = 'America/New_York' arrow_type = pa.timestamp(unit, tz=tz) dtype = 'datetime64[{0}]'.format(unit) arrow_arr = pa.Array.from_pandas(arr.astype(dtype), type=arrow_type) expected = (pd.Timestamp('2000-01-01 12:34:56') .tz_localize('utc') .tz_convert(tz)) assert arrow_arr[0].as_py() == expected assert arrow_arr[0].value * 1000**i == expected.value @pytest.mark.pandas def test_dictionary(self): import pandas as pd colors = ['red', 'green', 'blue'] colors_dict = {'red': 0, 'green': 1, 'blue': 2} values = pd.Series(colors * 4) categorical = pd.Categorical(values, categories=colors) v = pa.DictionaryArray.from_arrays(categorical.codes, categorical.categories) for i, c in enumerate(values): assert v[i].as_py() == c assert v[i].dictionary_value == c assert v[i].index_value == colors_dict[c] def test_int_hash(self): # ARROW-640 int_arr = pa.array([1, 1, 2, 1]) assert hash(int_arr[0]) == hash(1) def test_float_hash(self): # ARROW-640 float_arr = pa.array([1.4, 1.2, 2.5, 1.8]) assert hash(float_arr[0]) == hash(1.4) def test_string_hash(self): # ARROW-640 str_arr = pa.array(["foo", "bar"]) assert hash(str_arr[1]) == hash("bar") def test_bytes_hash(self): # ARROW-640 byte_arr = pa.array([b'foo', None, b'bar']) assert hash(byte_arr[2]) == hash(b"bar") def test_array_to_set(self): # ARROW-640 arr = pa.array([1, 1, 2, 1]) set_from_array = set(arr) assert isinstance(set_from_array, set) assert set_from_array == {1, 2} def test_struct_value_subscripting(self): ty = pa.struct([pa.field('x', pa.int16()), pa.field('y', pa.float32())]) arr = pa.array([(1, 2.5), (3, 4.5), (5, 6.5)], type=ty) assert arr[0]['x'] == 1 assert arr[0]['y'] == 2.5 assert arr[1]['x'] == 3 assert arr[1]['y'] == 4.5 assert arr[2]['x'] == 5 assert arr[2]['y'] == 6.5 with pytest.raises(IndexError): arr[4]['non-existent'] with pytest.raises(KeyError): arr[0]['non-existent']
apache-2.0
xuewei4d/scikit-learn
examples/svm/plot_iris_svc.py
34
3772
""" ================================================== Plot different SVM classifiers in the iris dataset ================================================== Comparison of different linear SVM classifiers on a 2D projection of the iris dataset. We only consider the first 2 features of this dataset: - Sepal length - Sepal width This example shows how to plot the decision surface for four SVM classifiers with different kernels. The linear models ``LinearSVC()`` and ``SVC(kernel='linear')`` yield slightly different decision boundaries. This can be a consequence of the following differences: - ``LinearSVC`` minimizes the squared hinge loss while ``SVC`` minimizes the regular hinge loss. - ``LinearSVC`` uses the One-vs-All (also known as One-vs-Rest) multiclass reduction while ``SVC`` uses the One-vs-One multiclass reduction. Both linear models have linear decision boundaries (intersecting hyperplanes) while the non-linear kernel models (polynomial or Gaussian RBF) have more flexible non-linear decision boundaries with shapes that depend on the kind of kernel and its parameters. .. NOTE:: while plotting the decision function of classifiers for toy 2D datasets can help get an intuitive understanding of their respective expressive power, be aware that those intuitions don't always generalize to more realistic high-dimensional problems. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import svm, datasets def make_meshgrid(x, y, h=.02): """Create a mesh of points to plot in Parameters ---------- x: data to base x-axis meshgrid on y: data to base y-axis meshgrid on h: stepsize for meshgrid, optional Returns ------- xx, yy : ndarray """ x_min, x_max = x.min() - 1, x.max() + 1 y_min, y_max = y.min() - 1, y.max() + 1 xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h)) return xx, yy def plot_contours(ax, clf, xx, yy, **params): """Plot the decision boundaries for a classifier. Parameters ---------- ax: matplotlib axes object clf: a classifier xx: meshgrid ndarray yy: meshgrid ndarray params: dictionary of params to pass to contourf, optional """ Z = clf.predict(np.c_[xx.ravel(), yy.ravel()]) Z = Z.reshape(xx.shape) out = ax.contourf(xx, yy, Z, **params) return out # import some data to play with iris = datasets.load_iris() # Take the first two features. We could avoid this by using a two-dim dataset X = iris.data[:, :2] y = iris.target # we create an instance of SVM and fit out data. We do not scale our # data since we want to plot the support vectors C = 1.0 # SVM regularization parameter models = (svm.SVC(kernel='linear', C=C), svm.LinearSVC(C=C, max_iter=10000), svm.SVC(kernel='rbf', gamma=0.7, C=C), svm.SVC(kernel='poly', degree=3, gamma='auto', C=C)) models = (clf.fit(X, y) for clf in models) # title for the plots titles = ('SVC with linear kernel', 'LinearSVC (linear kernel)', 'SVC with RBF kernel', 'SVC with polynomial (degree 3) kernel') # Set-up 2x2 grid for plotting. fig, sub = plt.subplots(2, 2) plt.subplots_adjust(wspace=0.4, hspace=0.4) X0, X1 = X[:, 0], X[:, 1] xx, yy = make_meshgrid(X0, X1) for clf, title, ax in zip(models, titles, sub.flatten()): plot_contours(ax, clf, xx, yy, cmap=plt.cm.coolwarm, alpha=0.8) ax.scatter(X0, X1, c=y, cmap=plt.cm.coolwarm, s=20, edgecolors='k') ax.set_xlim(xx.min(), xx.max()) ax.set_ylim(yy.min(), yy.max()) ax.set_xlabel('Sepal length') ax.set_ylabel('Sepal width') ax.set_xticks(()) ax.set_yticks(()) ax.set_title(title) plt.show()
bsd-3-clause
gtcasl/eiger
eiger/ClusterAnalysis.py
1
5976
# # \file ClusterAnalysis.py # \author Andrew Kerr <[email protected]> # \date June 27, 2011 # # \brief given an input matrix and an orthornomal basis, identifies clusters of applications # import numpy as np ## # # Iterative implementation of Lloyd's Algorithm solving J. MacQueen's formulation of k-means # see: "Some methods for classification and analysis of multivariate observations" # class KMeans: ## # def __init__(self, data, k = 10, maxIterations = 50): """ Constructs a K-Means cluster analysis pass for an N-by-P matrix, where N is the number of observations of dimension P """ self.means = np.mean(data, axis=0) data = data - self.means self.stdevs = np.std(data, axis=0, ddof=1) self.stdevs[self.stdevs==0.0] = 1.0 self.data = data / self.stdevs self.k = k self.N = self.data.shape[0] self.maxIterations = maxIterations self._initialize() ## # def _initialize(self): self.clusters = [i % self.k for i in range(0, self.N)] self.counts = [0 for i in range(0, self.k)] self.centers = self.data[0:self.k, :] ## # def _evalCenters(self): self.centers = np.matrix(np.zeros((self.k, self.data.shape[1]))) for i in range(0, self.N): self.centers[self.clusters[i], :] += self.data[i, :] for i in range(0, self.k): self.centers[i, :] /= float(self.counts[i]) ## # def _assignClusters(self): newClusters = [0 for i in range(0, self.N)] newCounts = [0 for i in range(0, self.k)] converged = True for i in range(0, self.N): bestDistance = 0 bestCluster = 0 for c in range(0, self.k): diff = self.data[i, :] - self.centers[c, :] distance = np.dot(diff, diff.T) if not c or distance < bestDistance: bestCluster = c bestDistance = distance if bestCluster != self.clusters[i]: converged = False newClusters[i] = bestCluster newCounts[bestCluster] += 1 for c in range(0, self.k): if newCounts[c] == 0: print "Cluster %s has no elements" % (c,) print " it had %s elements before" % (self.counts[c], ) self.clusters = newClusters self.counts = newCounts return converged ## # def collect(self): """ Returns an array of clusters, where each cluster is a sorted array containing the index of member elements. """ clusters = [[] for i in range(0, self.k)] for i in range(0, self.N): clusters[self.clusters[i]].append(i) return clusters def plot(self, iteration): """ """ figure() clusters = self.collect() color = ['#0000a0', '#00a000', '#a00000', '#00a0f0', '#a0f000', '#f000a0', '#f000f0', '#00f0f0', '#f0f000'] p = 0 for c in clusters: # print c xx = [self.data[i, :] for i in c] plot([x[0, 0] for x in xx], [x[0, 1] for x in xx], 'o', color = color[p]) p += 1 plot([x[0, 0] for x in self.centers], [x[0, 1] for x in self.centers], '+', color='#000000') title('K = %s' % (iteration,)) # print self.centers def kmeans(self): """ Performs k-means cluster analysis on the input data set return a jagged array of arrays """ converged = False iterations = 0 while not converged: converged = self._assignClusters() iterations += 1 if iterations > self.maxIterations: converged = True if not converged: self._evalCenters() return self.collect() def closestCluster(self, experiment): """ Finds which cluster is closest to each row in experiment """ data = (experiment - self.means) / self.stdevs winners = [] for e in data: e = np.matrix(e) mindist = float('inf') for c,cluster in enumerate(self.centers): cluster = np.matrix(cluster) dist = 0.0 for i in range(0,self.data.shape[1]): dist += (e[0,i] - cluster[0,i])**2 if(dist < mindist): mindist = dist winner = c winners.append(winner) return winners ################################################################################################### # # if __name__ == "__main__": # test KMeans demo from pylab import plot, show, title, figure data = np.matrix(np.random.rand(32, 2)) experiment = np.matrix(np.random.rand(4,2)) for k in range(4, 9, 2): maxIterations = 10 kmeans = KMeans(data, k, maxIterations) res = kmeans.kmeans() print res closest = kmeans.closestCluster(experiment) print "closest" print closest kmeans.plot(k) show() """ import scipy.cluster.hierarchy as h import numpy as np import scipy.spatial.distance as d import matplotlib.pyplot as pp n = 32 thresh = .15 np.random.seed(18237) data = np.matrix(np.random.rand(n,2)) dist = d.pdist(data,'euclidean') res = h.linkage(dist) clust = h.fcluster(res,t=thresh,criterion='distance') print for x,y in fig = pp.figure() ax = fig.add_subplot(111) num_clusters = max(clust) colors = [str(x) for x in clust/float(num_clusters)] """ """ for i in range(0,n,1): ax.scatter(data[i,0],data[i,1],s=40, c=colors[i]) h.dendrogram(res, color_threshold=thresh) pp.show() pass """
bsd-3-clause
DailyActie/Surrogate-Model
01-codes/scikit-learn-master/sklearn/utils/tests/test_utils.py
1
8985
import warnings from itertools import chain import numpy as np import scipy.sparse as sp from scipy.linalg import pinv2 from sklearn.utils import check_random_state from sklearn.utils import column_or_1d from sklearn.utils import deprecated from sklearn.utils import gen_even_slices from sklearn.utils import resample from sklearn.utils import safe_indexing from sklearn.utils import safe_mask from sklearn.utils import shuffle from sklearn.utils.arpack import eigsh from sklearn.utils.extmath import pinvh from sklearn.utils.graph import graph_laplacian from sklearn.utils.mocking import MockDataFrame from sklearn.utils.testing import (assert_equal, assert_raises, assert_true, assert_almost_equal, assert_array_equal, SkipTest, assert_raises_regex, assert_greater_equal) def test_make_rng(): # Check the check_random_state utility function behavior assert_true(check_random_state(None) is np.random.mtrand._rand) assert_true(check_random_state(np.random) is np.random.mtrand._rand) rng_42 = np.random.RandomState(42) assert_true(check_random_state(42).randint(100) == rng_42.randint(100)) rng_42 = np.random.RandomState(42) assert_true(check_random_state(rng_42) is rng_42) rng_42 = np.random.RandomState(42) assert_true(check_random_state(43).randint(100) != rng_42.randint(100)) assert_raises(ValueError, check_random_state, "some invalid seed") def test_resample_noarg(): # Border case not worth mentioning in doctests assert_true(resample() is None) def test_deprecated(): # Test whether the deprecated decorator issues appropriate warnings # Copied almost verbatim from http://docs.python.org/library/warnings.html # First a function... with warnings.catch_warnings(record=True) as w: warnings.simplefilter("always") @deprecated() def ham(): return "spam" spam = ham() assert_equal(spam, "spam") # function must remain usable assert_equal(len(w), 1) assert_true(issubclass(w[0].category, DeprecationWarning)) assert_true("deprecated" in str(w[0].message).lower()) # ... then a class. with warnings.catch_warnings(record=True) as w: warnings.simplefilter("always") @deprecated("don't use this") class Ham(object): SPAM = 1 ham = Ham() assert_true(hasattr(ham, "SPAM")) assert_equal(len(w), 1) assert_true(issubclass(w[0].category, DeprecationWarning)) assert_true("deprecated" in str(w[0].message).lower()) def test_resample_value_errors(): # Check that invalid arguments yield ValueError assert_raises(ValueError, resample, [0], [0, 1]) assert_raises(ValueError, resample, [0, 1], [0, 1], n_samples=3) assert_raises(ValueError, resample, [0, 1], [0, 1], meaning_of_life=42) def test_safe_mask(): random_state = check_random_state(0) X = random_state.rand(5, 4) X_csr = sp.csr_matrix(X) mask = [False, False, True, True, True] mask = safe_mask(X, mask) assert_equal(X[mask].shape[0], 3) mask = safe_mask(X_csr, mask) assert_equal(X_csr[mask].shape[0], 3) def test_pinvh_simple_real(): a = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=np.float64) a = np.dot(a, a.T) a_pinv = pinvh(a) assert_almost_equal(np.dot(a, a_pinv), np.eye(3)) def test_pinvh_nonpositive(): a = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=np.float64) a = np.dot(a, a.T) u, s, vt = np.linalg.svd(a) s[0] *= -1 a = np.dot(u * s, vt) # a is now symmetric non-positive and singular a_pinv = pinv2(a) a_pinvh = pinvh(a) assert_almost_equal(a_pinv, a_pinvh) def test_pinvh_simple_complex(): a = (np.array([[1, 2, 3], [4, 5, 6], [7, 8, 10]]) + 1j * np.array([[10, 8, 7], [6, 5, 4], [3, 2, 1]])) a = np.dot(a, a.conj().T) a_pinv = pinvh(a) assert_almost_equal(np.dot(a, a_pinv), np.eye(3)) def test_arpack_eigsh_initialization(): # Non-regression test that shows null-space computation is better with # initialization of eigsh from [-1,1] instead of [0,1] random_state = check_random_state(42) A = random_state.rand(50, 50) A = np.dot(A.T, A) # create s.p.d. matrix A = graph_laplacian(A) + 1e-7 * np.identity(A.shape[0]) k = 5 # Test if eigsh is working correctly # New initialization [-1,1] (as in original ARPACK) # Was [0,1] before, with which this test could fail v0 = random_state.uniform(-1, 1, A.shape[0]) w, _ = eigsh(A, k=k, sigma=0.0, v0=v0) # Eigenvalues of s.p.d. matrix should be nonnegative, w[0] is smallest assert_greater_equal(w[0], 0) def test_column_or_1d(): EXAMPLES = [ ("binary", ["spam", "egg", "spam"]), ("binary", [0, 1, 0, 1]), ("continuous", np.arange(10) / 20.), ("multiclass", [1, 2, 3]), ("multiclass", [0, 1, 2, 2, 0]), ("multiclass", [[1], [2], [3]]), ("multilabel-indicator", [[0, 1, 0], [0, 0, 1]]), ("multiclass-multioutput", [[1, 2, 3]]), ("multiclass-multioutput", [[1, 1], [2, 2], [3, 1]]), ("multiclass-multioutput", [[5, 1], [4, 2], [3, 1]]), ("multiclass-multioutput", [[1, 2, 3]]), ("continuous-multioutput", np.arange(30).reshape((-1, 3))), ] for y_type, y in EXAMPLES: if y_type in ["binary", 'multiclass', "continuous"]: assert_array_equal(column_or_1d(y), np.ravel(y)) else: assert_raises(ValueError, column_or_1d, y) def test_safe_indexing(): X = [[1, 2, 3], [4, 5, 6], [7, 8, 9]] inds = np.array([1, 2]) X_inds = safe_indexing(X, inds) X_arrays = safe_indexing(np.array(X), inds) assert_array_equal(np.array(X_inds), X_arrays) assert_array_equal(np.array(X_inds), np.array(X)[inds]) def test_safe_indexing_pandas(): try: import pandas as pd except ImportError: raise SkipTest("Pandas not found") X = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]]) X_df = pd.DataFrame(X) inds = np.array([1, 2]) X_df_indexed = safe_indexing(X_df, inds) X_indexed = safe_indexing(X_df, inds) assert_array_equal(np.array(X_df_indexed), X_indexed) # fun with read-only data in dataframes # this happens in joblib memmapping X.setflags(write=False) X_df_readonly = pd.DataFrame(X) with warnings.catch_warnings(record=True): X_df_ro_indexed = safe_indexing(X_df_readonly, inds) assert_array_equal(np.array(X_df_ro_indexed), X_indexed) def test_safe_indexing_mock_pandas(): X = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]]) X_df = MockDataFrame(X) inds = np.array([1, 2]) X_df_indexed = safe_indexing(X_df, inds) X_indexed = safe_indexing(X_df, inds) assert_array_equal(np.array(X_df_indexed), X_indexed) def test_shuffle_on_ndim_equals_three(): def to_tuple(A): # to make the inner arrays hashable return tuple(tuple(tuple(C) for C in B) for B in A) A = np.array([[[1, 2], [3, 4]], [[5, 6], [7, 8]]]) # A.shape = (2,2,2) S = set(to_tuple(A)) shuffle(A) # shouldn't raise a ValueError for dim = 3 assert_equal(set(to_tuple(A)), S) def test_shuffle_dont_convert_to_array(): # Check that shuffle does not try to convert to numpy arrays with float # dtypes can let any indexable datastructure pass-through. a = ['a', 'b', 'c'] b = np.array(['a', 'b', 'c'], dtype=object) c = [1, 2, 3] d = MockDataFrame(np.array([['a', 0], ['b', 1], ['c', 2]], dtype=object)) e = sp.csc_matrix(np.arange(6).reshape(3, 2)) a_s, b_s, c_s, d_s, e_s = shuffle(a, b, c, d, e, random_state=0) assert_equal(a_s, ['c', 'b', 'a']) assert_equal(type(a_s), list) assert_array_equal(b_s, ['c', 'b', 'a']) assert_equal(b_s.dtype, object) assert_equal(c_s, [3, 2, 1]) assert_equal(type(c_s), list) assert_array_equal(d_s, np.array([['c', 2], ['b', 1], ['a', 0]], dtype=object)) assert_equal(type(d_s), MockDataFrame) assert_array_equal(e_s.toarray(), np.array([[4, 5], [2, 3], [0, 1]])) def test_gen_even_slices(): # check that gen_even_slices contains all samples some_range = range(10) joined_range = list(chain(*[some_range[slice] for slice in gen_even_slices(10, 3)])) assert_array_equal(some_range, joined_range) # check that passing negative n_chunks raises an error slices = gen_even_slices(10, -1) assert_raises_regex(ValueError, "gen_even_slices got n_packs=-1, must be" " >=1", next, slices)
mit
femtotrader/arctic-updater
arctic_updater/cli/arctic_updater_cli.py
1
2788
#!/usr/bin/env python # -*- coding: utf-8 -*- """ $ python arctic_updater/cli/arctic_updater_cli.py --updater truefx --symbol EURUSD --start 20130101 --end 20130201 --source 'ticks' """ import logging logger = logging.getLogger(__name__) import argparse import os import datetime import pandas as pd from arctic import Arctic from arctic_updater import arctic_updater from arctic_updater.updaters.factory import updater from arctic_updater.library import update from arctic_updater.utils import get_session from arctic_updater.defaults import (MONGO_HOST_DEFAULT, \ SOURCE_DEFAULT, FREQ_DEFAULT, SYMBOLS_DEFAULT, UPDATER_DEFAULT) def main(): parser = argparse.ArgumentParser(prog="store", description='Store data to DB') parser.add_argument('--host', help="MongoDB host", default=MONGO_HOST_DEFAULT, type=str) parser.add_argument('--updater', help="Updater", default=UPDATER_DEFAULT, type=str) parser.add_argument('-s', '--source', help="Source", default=SOURCE_DEFAULT, type=str) parser.add_argument('--symbols', help="Symbol", default=SYMBOLS_DEFAULT, type=str) parser.add_argument('--start', help="Start date", default='', type=str) parser.add_argument('--end', help="End date", default='', type=str) parser.add_argument('--freq', help="Freq", default='', type=str) parser.add_argument('--max_rows', help="max_rows", default=10, type=int) parser.add_argument('--max_columns', help="max_columns", default=6, type=int) parser.add_argument('--api_key', help="API key", default='', type=str) parser.add_argument('--expire_after', help="Cache expiration ('0': no cache, '-1': no expiration, 'HH:MM:SS.X': expiration duration)", default='24:00:00.0', type=str) args = parser.parse_args() pd.set_option('max_rows', args.max_rows) pd.set_option('expand_frame_repr', False) pd.set_option('max_columns', args.max_columns) if args.start != '': start = pd.to_datetime(args.start) else: start = None if args.end != '': end = pd.to_datetime(args.end) else: end = None if args.freq != '': freq = args.freq else: freq = None symbols = args.symbols.split(',') session = get_session(args.expire_after, 'cache') my_updater = updater(args.updater, session=session) if args.api_key != '': my_updater.set_credentials(api_key=args.api_key) store = Arctic(args.host) library_name = my_updater.library_name(args.source, freq) print(library_name) store.initialize_library(library_name) library = store[library_name] for symbol in symbols: update(library, my_updater, symbol, start, end, freq, args.source.lower()) if __name__ == '__main__': logging.basicConfig(level=logging.DEBUG) main()
isc
sbremer/hybrid_rs
results/sampling_from_cf.py
1
1669
import script_chdir import numpy as np import results.plots as lplot import matplotlib.pyplot as plt from hybrid_model.dataset import get_dataset from hybrid_model.index_sampler import IndexSamplerUserItembased as IndexSampler dataset = get_dataset('ml100k') (inds_u, inds_i, y, users_features, items_features) = dataset.data user_dist = np.bincount(inds_u, minlength=dataset.n_users) item_dist = np.bincount(inds_i, minlength=dataset.n_items) order_users = np.argsort(-user_dist) order_items = np.argsort(-item_dist) dist_users = user_dist[order_users] dist_items = item_dist[order_items] inds_u = np.argsort(order_users)[inds_u] inds_i = np.argsort(order_items)[inds_i] # Index sampling sampler_config = {'f_cf': 0.15, 'min_ratings_user': 30, 'f_user': 3.0, 'min_ratings_item': 10, 'f_item': 3.0} sampler = IndexSampler(dist_users, dist_items, sampler_config, [inds_u, inds_i]) from_cf = sampler.get_indices_from_cf() from_md = sampler.get_indices_from_md() from_cf = (from_cf[0].flatten(), from_cf[1].flatten()) from_md = (from_md[0].flatten(), from_md[1].flatten()) fig, ax = lplot.newfig(1.0, 0.7) ax.scatter(from_cf[0], from_cf[1], s=0.02, marker='s', label='$S_{CF}$', alpha=0.5) ax.set_title('Index Tuple Sampling from CF') ax.set_xlabel('Users with\n$\leftarrow$ more - fewer $\\to$\nratings') ax.set_ylabel('Items with\n$\leftarrow$ more - fewer $\\to$\nratings') plt.xticks([], []) plt.yticks([], []) lgnd = ax.legend(loc="lower center", numpoints=1, fontsize=7) #change the marker size manually for both lines for handle in lgnd.legendHandles: handle._alpha = 1.0 handle.set_sizes([20]) lplot.savefig('sampling_from_cf') # plt.show()
apache-2.0
flailingsquirrel/cmake_scipy_ctypes_example
gdb-plot/plotter.py
2
1448
#!/usr/bin/python __author__="Brian Hone" import sys, os, string import matplotlib.pyplot as plot import mpl_toolkits.mplot3d.axes3d as p3 import numpy as np import gdb from gp_data_extractor import * class Plotter( gdb.Command ): def __init__( self ): super( Plotter, self ).__init__("plot", gdb.COMMAND_OBSCURE ) def invoke( self, arg, from_tty ): args = arg.split() data = gp_get_data( args ) fig = plot.figure() ax = fig.add_subplot(111) ax.grid( True ) for u in data: if u.dtype.kind == 'c': ax.plot( np.abs(u) ) else: ax.plot( u ) leg = ax.legend((args), 'upper right', shadow=False) leg.get_frame().set_alpha(0.5) plot.show() # end class Plotter class PlotThreeD( gdb.Command ): def __init__( self ): super( PlotThreeD, self ).__init__("plot3", gdb.COMMAND_OBSCURE ) def invoke( self, arg, from_tty ): args = arg.split() data = gp_get_data( args ) fig = plot.figure() ax = p3.Axes3D( fig ) ax.grid( True ) for u in data: if u.dtype.kind == 'c': ax.plot( list(range(len(u))), u.real, u.imag ) leg = ax.legend((args), 'upper right', shadow=False) leg.get_frame().set_alpha(0.5) plot.show() # end class PlotThreeD Plotter() PlotThreeD()
bsd-3-clause
matthewljones/computingincontext
textmining_blackboxes.py
1
1791
"""computing in context social sciences data mining utilities these are fragile and not production code, but here to get you started to scale them you'll need to start add exceptions note also that they are not necessarily using the maximally memory efficient forms of internal representation""" import pandas as pd import matplotlib.pyplot as plt import os import sys import traceback def icantbelieve(text): print("I can't believe it's not "+text) def readtextfiles(our_directory): """reads in plain text files and puts them in order in a list""" current_dir=os.getcwd() os.chdir(our_directory) files=[file for file in os.listdir(".") if not file.startswith('.')] #defeat hidden files files=[file for file in files if not os.path.isdir(file)==True] #defeat directories articles=[] for file in files: with open(file, encoding="ascii", errors="surrogateescape") as plaintext: #ignoring errors insofar as poss lines=plaintext.readlines() article=" ".join(lines) #alter lines if want to skip lines articles.append(article) #you might want to extract the file name to use; how do it? os.chdir(current_dir) return articles, files def data_cleanse(docs_to_clean): import re D=len(docs_to_clean) for d in range(0, D): docs_to_clean[d] = docs_to_clean[d].lower() docs_to_clean[d] = re.sub(r'-', ' ', docs_to_clean[d]) docs_to_clean[d] = re.sub(r'[^a-zA-Z0-9 ]', '', docs_to_clean[d]) docs_to_clean[d] = re.sub(r' +', ' ', docs_to_clean[d]) docs_to_clean[d] = re.sub(r'\s\w\s', ' ', docs_to_clean[d]) #eliminate single letters return docs_to_clean def plot_mds(positions, names): xs, ys=positions[:, 0], positions[:, 1] for x, y, name in zip(xs, ys, names): plt.scatter(x,y) plt.text(x,y,name) plt.show()
gpl-2.0
juliusf/Genetic-SRCPSP
tools/stat_inference/baysean_markov_chain_monte_carlo.py
1
1679
__author__ = 'jules' import pymc as mc from model import _model import numpy as np import pylab import deepThought.ORM.ORM as ORM from deepThought.util import list_to_ccdf from numpy import mean import matplotlib.pyplot as plt import pylab as pylab def main(): job = ORM.deserialize("/tmp/output.pickle") results = sorted(job.tasks.values(), key=lambda x: len(x.execution_history), reverse=True) set1 = results[0].execution_history f = open('/tmp/data.table','w') for data in set1: f.write(str(data) +'\n') # python will convert \n to os.linesep f.close() # you can omit in most cases as the destructor will call if test = np.array(set1) np_arr = np.array(set1) iqr = np.subtract(*np.percentile(np_arr, [75, 25])) bin_width = 2 * iqr * len(set1) ** (-1/3) # http://en.wikipedia.org/wiki/Freedman%E2%80%93Diaconis_rule print("bin width: %s" % bin_width) plt.hist(set1, bins=np.arange(min(set1), max(set1) + bin_width, bin_width), normed=True) alpha, beta= analyze(test) x = np.arange(0, 1000, 0.1) s = hyperexp2_pdf(lam1, lam2, p, x) plt.plot(x,s) pylab.xlim([0,1000]) pylab.ylim([0,0.0006]) plt.show() def hyperexp2_pdf(lam1,lam2,p,x): return p * lam1 * np.exp(-lam1 * x) + (1-p) * lam2 * np.exp(-lam2 * x) def exponential_pdf(lam, x): if lam < 0: return 0 else: return lam * np.exp(-lam*x) def analyze(data, discrete=True, xmin=1.): model = mc.MCMC(_model(data)) model.sample(5000) print 'alpha',mean(model.trace('alpha')[:]) print 'beta',mean(model.trace('beta')[:]) #return lam1, lam2, p if __name__=='__main__': main()
mit
fabioticconi/scikit-learn
examples/covariance/plot_robust_vs_empirical_covariance.py
73
6451
r""" ======================================= Robust vs Empirical covariance estimate ======================================= The usual covariance maximum likelihood estimate is very sensitive to the presence of outliers in the data set. In such a case, it would be better to use a robust estimator of covariance to guarantee that the estimation is resistant to "erroneous" observations in the data set. Minimum Covariance Determinant Estimator ---------------------------------------- The Minimum Covariance Determinant estimator is a robust, high-breakdown point (i.e. it can be used to estimate the covariance matrix of highly contaminated datasets, up to :math:`\frac{n_\text{samples} - n_\text{features}-1}{2}` outliers) estimator of covariance. The idea is to find :math:`\frac{n_\text{samples} + n_\text{features}+1}{2}` observations whose empirical covariance has the smallest determinant, yielding a "pure" subset of observations from which to compute standards estimates of location and covariance. After a correction step aiming at compensating the fact that the estimates were learned from only a portion of the initial data, we end up with robust estimates of the data set location and covariance. The Minimum Covariance Determinant estimator (MCD) has been introduced by P.J.Rousseuw in [1]_. Evaluation ---------- In this example, we compare the estimation errors that are made when using various types of location and covariance estimates on contaminated Gaussian distributed data sets: - The mean and the empirical covariance of the full dataset, which break down as soon as there are outliers in the data set - The robust MCD, that has a low error provided :math:`n_\text{samples} > 5n_\text{features}` - The mean and the empirical covariance of the observations that are known to be good ones. This can be considered as a "perfect" MCD estimation, so one can trust our implementation by comparing to this case. References ---------- .. [1] P. J. Rousseeuw. Least median of squares regression. Journal of American Statistical Ass., 79:871, 1984. .. [2] Johanna Hardin, David M Rocke. The distribution of robust distances. Journal of Computational and Graphical Statistics. December 1, 2005, 14(4): 928-946. .. [3] Zoubir A., Koivunen V., Chakhchoukh Y. and Muma M. (2012). Robust estimation in signal processing: A tutorial-style treatment of fundamental concepts. IEEE Signal Processing Magazine 29(4), 61-80. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt import matplotlib.font_manager from sklearn.covariance import EmpiricalCovariance, MinCovDet # example settings n_samples = 80 n_features = 5 repeat = 10 range_n_outliers = np.concatenate( (np.linspace(0, n_samples / 8, 5), np.linspace(n_samples / 8, n_samples / 2, 5)[1:-1])) # definition of arrays to store results err_loc_mcd = np.zeros((range_n_outliers.size, repeat)) err_cov_mcd = np.zeros((range_n_outliers.size, repeat)) err_loc_emp_full = np.zeros((range_n_outliers.size, repeat)) err_cov_emp_full = np.zeros((range_n_outliers.size, repeat)) err_loc_emp_pure = np.zeros((range_n_outliers.size, repeat)) err_cov_emp_pure = np.zeros((range_n_outliers.size, repeat)) # computation for i, n_outliers in enumerate(range_n_outliers): for j in range(repeat): rng = np.random.RandomState(i * j) # generate data X = rng.randn(n_samples, n_features) # add some outliers outliers_index = rng.permutation(n_samples)[:n_outliers] outliers_offset = 10. * \ (np.random.randint(2, size=(n_outliers, n_features)) - 0.5) X[outliers_index] += outliers_offset inliers_mask = np.ones(n_samples).astype(bool) inliers_mask[outliers_index] = False # fit a Minimum Covariance Determinant (MCD) robust estimator to data mcd = MinCovDet().fit(X) # compare raw robust estimates with the true location and covariance err_loc_mcd[i, j] = np.sum(mcd.location_ ** 2) err_cov_mcd[i, j] = mcd.error_norm(np.eye(n_features)) # compare estimators learned from the full data set with true # parameters err_loc_emp_full[i, j] = np.sum(X.mean(0) ** 2) err_cov_emp_full[i, j] = EmpiricalCovariance().fit(X).error_norm( np.eye(n_features)) # compare with an empirical covariance learned from a pure data set # (i.e. "perfect" mcd) pure_X = X[inliers_mask] pure_location = pure_X.mean(0) pure_emp_cov = EmpiricalCovariance().fit(pure_X) err_loc_emp_pure[i, j] = np.sum(pure_location ** 2) err_cov_emp_pure[i, j] = pure_emp_cov.error_norm(np.eye(n_features)) # Display results font_prop = matplotlib.font_manager.FontProperties(size=11) plt.subplot(2, 1, 1) lw = 2 plt.errorbar(range_n_outliers, err_loc_mcd.mean(1), yerr=err_loc_mcd.std(1) / np.sqrt(repeat), label="Robust location", lw=lw, color='m') plt.errorbar(range_n_outliers, err_loc_emp_full.mean(1), yerr=err_loc_emp_full.std(1) / np.sqrt(repeat), label="Full data set mean", lw=lw, color='green') plt.errorbar(range_n_outliers, err_loc_emp_pure.mean(1), yerr=err_loc_emp_pure.std(1) / np.sqrt(repeat), label="Pure data set mean", lw=lw, color='black') plt.title("Influence of outliers on the location estimation") plt.ylabel(r"Error ($||\mu - \hat{\mu}||_2^2$)") plt.legend(loc="upper left", prop=font_prop) plt.subplot(2, 1, 2) x_size = range_n_outliers.size plt.errorbar(range_n_outliers, err_cov_mcd.mean(1), yerr=err_cov_mcd.std(1), label="Robust covariance (mcd)", color='m') plt.errorbar(range_n_outliers[:(x_size / 5 + 1)], err_cov_emp_full.mean(1)[:(x_size / 5 + 1)], yerr=err_cov_emp_full.std(1)[:(x_size / 5 + 1)], label="Full data set empirical covariance", color='green') plt.plot(range_n_outliers[(x_size / 5):(x_size / 2 - 1)], err_cov_emp_full.mean(1)[(x_size / 5):(x_size / 2 - 1)], color='green', ls='--') plt.errorbar(range_n_outliers, err_cov_emp_pure.mean(1), yerr=err_cov_emp_pure.std(1), label="Pure data set empirical covariance", color='black') plt.title("Influence of outliers on the covariance estimation") plt.xlabel("Amount of contamination (%)") plt.ylabel("RMSE") plt.legend(loc="upper center", prop=font_prop) plt.show()
bsd-3-clause
nesterione/scikit-learn
examples/applications/face_recognition.py
191
5513
""" =================================================== Faces recognition example using eigenfaces and SVMs =================================================== The dataset used in this example is a preprocessed excerpt of the "Labeled Faces in the Wild", aka LFW_: http://vis-www.cs.umass.edu/lfw/lfw-funneled.tgz (233MB) .. _LFW: http://vis-www.cs.umass.edu/lfw/ Expected results for the top 5 most represented people in the dataset:: precision recall f1-score support Ariel Sharon 0.67 0.92 0.77 13 Colin Powell 0.75 0.78 0.76 60 Donald Rumsfeld 0.78 0.67 0.72 27 George W Bush 0.86 0.86 0.86 146 Gerhard Schroeder 0.76 0.76 0.76 25 Hugo Chavez 0.67 0.67 0.67 15 Tony Blair 0.81 0.69 0.75 36 avg / total 0.80 0.80 0.80 322 """ from __future__ import print_function from time import time import logging import matplotlib.pyplot as plt from sklearn.cross_validation import train_test_split from sklearn.datasets import fetch_lfw_people from sklearn.grid_search import GridSearchCV from sklearn.metrics import classification_report from sklearn.metrics import confusion_matrix from sklearn.decomposition import RandomizedPCA from sklearn.svm import SVC print(__doc__) # Display progress logs on stdout logging.basicConfig(level=logging.INFO, format='%(asctime)s %(message)s') ############################################################################### # Download the data, if not already on disk and load it as numpy arrays lfw_people = fetch_lfw_people(min_faces_per_person=70, resize=0.4) # introspect the images arrays to find the shapes (for plotting) n_samples, h, w = lfw_people.images.shape # for machine learning we use the 2 data directly (as relative pixel # positions info is ignored by this model) X = lfw_people.data n_features = X.shape[1] # the label to predict is the id of the person y = lfw_people.target target_names = lfw_people.target_names n_classes = target_names.shape[0] print("Total dataset size:") print("n_samples: %d" % n_samples) print("n_features: %d" % n_features) print("n_classes: %d" % n_classes) ############################################################################### # Split into a training set and a test set using a stratified k fold # split into a training and testing set X_train, X_test, y_train, y_test = train_test_split( X, y, test_size=0.25, random_state=42) ############################################################################### # Compute a PCA (eigenfaces) on the face dataset (treated as unlabeled # dataset): unsupervised feature extraction / dimensionality reduction n_components = 150 print("Extracting the top %d eigenfaces from %d faces" % (n_components, X_train.shape[0])) t0 = time() pca = RandomizedPCA(n_components=n_components, whiten=True).fit(X_train) print("done in %0.3fs" % (time() - t0)) eigenfaces = pca.components_.reshape((n_components, h, w)) print("Projecting the input data on the eigenfaces orthonormal basis") t0 = time() X_train_pca = pca.transform(X_train) X_test_pca = pca.transform(X_test) print("done in %0.3fs" % (time() - t0)) ############################################################################### # Train a SVM classification model print("Fitting the classifier to the training set") t0 = time() param_grid = {'C': [1e3, 5e3, 1e4, 5e4, 1e5], 'gamma': [0.0001, 0.0005, 0.001, 0.005, 0.01, 0.1], } clf = GridSearchCV(SVC(kernel='rbf', class_weight='balanced'), param_grid) clf = clf.fit(X_train_pca, y_train) print("done in %0.3fs" % (time() - t0)) print("Best estimator found by grid search:") print(clf.best_estimator_) ############################################################################### # Quantitative evaluation of the model quality on the test set print("Predicting people's names on the test set") t0 = time() y_pred = clf.predict(X_test_pca) print("done in %0.3fs" % (time() - t0)) print(classification_report(y_test, y_pred, target_names=target_names)) print(confusion_matrix(y_test, y_pred, labels=range(n_classes))) ############################################################################### # Qualitative evaluation of the predictions using matplotlib def plot_gallery(images, titles, h, w, n_row=3, n_col=4): """Helper function to plot a gallery of portraits""" plt.figure(figsize=(1.8 * n_col, 2.4 * n_row)) plt.subplots_adjust(bottom=0, left=.01, right=.99, top=.90, hspace=.35) for i in range(n_row * n_col): plt.subplot(n_row, n_col, i + 1) plt.imshow(images[i].reshape((h, w)), cmap=plt.cm.gray) plt.title(titles[i], size=12) plt.xticks(()) plt.yticks(()) # plot the result of the prediction on a portion of the test set def title(y_pred, y_test, target_names, i): pred_name = target_names[y_pred[i]].rsplit(' ', 1)[-1] true_name = target_names[y_test[i]].rsplit(' ', 1)[-1] return 'predicted: %s\ntrue: %s' % (pred_name, true_name) prediction_titles = [title(y_pred, y_test, target_names, i) for i in range(y_pred.shape[0])] plot_gallery(X_test, prediction_titles, h, w) # plot the gallery of the most significative eigenfaces eigenface_titles = ["eigenface %d" % i for i in range(eigenfaces.shape[0])] plot_gallery(eigenfaces, eigenface_titles, h, w) plt.show()
bsd-3-clause
jniediek/mne-python
mne/time_frequency/tests/test_tfr.py
3
23690
import numpy as np import os.path as op from numpy.testing import assert_array_almost_equal, assert_array_equal from nose.tools import assert_true, assert_false, assert_equal, assert_raises import mne from mne import Epochs, read_events, pick_types, create_info, EpochsArray from mne.io import read_raw_fif from mne.utils import (_TempDir, run_tests_if_main, slow_test, requires_h5py, grand_average) from mne.time_frequency import single_trial_power from mne.time_frequency.tfr import (cwt_morlet, morlet, tfr_morlet, _make_dpss, tfr_multitaper, rescale, AverageTFR, read_tfrs, write_tfrs, combine_tfr, cwt, _compute_tfr) from mne.viz.utils import _fake_click from itertools import product import matplotlib matplotlib.use('Agg') # for testing don't use X server raw_fname = op.join(op.dirname(__file__), '..', '..', 'io', 'tests', 'data', 'test_raw.fif') event_fname = op.join(op.dirname(__file__), '..', '..', 'io', 'tests', 'data', 'test-eve.fif') def test_morlet(): """Test morlet with and without zero mean.""" Wz = morlet(1000, [10], 2., zero_mean=True) W = morlet(1000, [10], 2., zero_mean=False) assert_true(np.abs(np.mean(np.real(Wz[0]))) < 1e-5) assert_true(np.abs(np.mean(np.real(W[0]))) > 1e-3) def test_time_frequency(): """Test the to-be-deprecated time-frequency transform (PSD and ITC).""" # Set parameters event_id = 1 tmin = -0.2 tmax = 0.498 # Allows exhaustive decimation testing # Setup for reading the raw data raw = read_raw_fif(raw_fname, add_eeg_ref=False) events = read_events(event_fname) include = [] exclude = raw.info['bads'] + ['MEG 2443', 'EEG 053'] # bads + 2 more # picks MEG gradiometers picks = pick_types(raw.info, meg='grad', eeg=False, stim=False, include=include, exclude=exclude) picks = picks[:2] epochs = Epochs(raw, events, event_id, tmin, tmax, picks=picks, baseline=(None, 0), add_eeg_ref=False) data = epochs.get_data() times = epochs.times nave = len(data) epochs_nopicks = Epochs(raw, events, event_id, tmin, tmax, baseline=(None, 0), add_eeg_ref=False) freqs = np.arange(6, 20, 5) # define frequencies of interest n_cycles = freqs / 4. # Test first with a single epoch power, itc = tfr_morlet(epochs[0], freqs=freqs, n_cycles=n_cycles, use_fft=True, return_itc=True) # Now compute evoked evoked = epochs.average() power_evoked = tfr_morlet(evoked, freqs, n_cycles, use_fft=True, return_itc=False) assert_raises(ValueError, tfr_morlet, evoked, freqs, 1., return_itc=True) power, itc = tfr_morlet(epochs, freqs=freqs, n_cycles=n_cycles, use_fft=True, return_itc=True) power_, itc_ = tfr_morlet(epochs, freqs=freqs, n_cycles=n_cycles, use_fft=True, return_itc=True, decim=slice(0, 2)) # Test picks argument and average parameter assert_raises(ValueError, tfr_morlet, epochs, freqs=freqs, n_cycles=n_cycles, return_itc=True, average=False) power_picks, itc_picks = \ tfr_morlet(epochs_nopicks, freqs=freqs, n_cycles=n_cycles, use_fft=True, return_itc=True, picks=picks, average=True) epochs_power_picks = \ tfr_morlet(epochs_nopicks, freqs=freqs, n_cycles=n_cycles, use_fft=True, return_itc=False, picks=picks, average=False) power_picks_avg = epochs_power_picks.average() # the actual data arrays here are equivalent, too... assert_array_almost_equal(power.data, power_picks.data) assert_array_almost_equal(power.data, power_picks_avg.data) assert_array_almost_equal(itc.data, itc_picks.data) assert_array_almost_equal(power.data, power_evoked.data) print(itc) # test repr print(itc.ch_names) # test property itc += power # test add itc -= power # test sub power = power.apply_baseline(baseline=(-0.1, 0), mode='logratio') assert_true('meg' in power) assert_true('grad' in power) assert_false('mag' in power) assert_false('eeg' in power) assert_equal(power.nave, nave) assert_equal(itc.nave, nave) assert_true(power.data.shape == (len(picks), len(freqs), len(times))) assert_true(power.data.shape == itc.data.shape) assert_true(power_.data.shape == (len(picks), len(freqs), 2)) assert_true(power_.data.shape == itc_.data.shape) assert_true(np.sum(itc.data >= 1) == 0) assert_true(np.sum(itc.data <= 0) == 0) # grand average itc2 = itc.copy() itc2.info['bads'] = [itc2.ch_names[0]] # test channel drop gave = grand_average([itc2, itc]) assert_equal(gave.data.shape, (itc2.data.shape[0] - 1, itc2.data.shape[1], itc2.data.shape[2])) assert_equal(itc2.ch_names[1:], gave.ch_names) assert_equal(gave.nave, 2) itc2.drop_channels(itc2.info["bads"]) assert_array_almost_equal(gave.data, itc2.data) itc2.data = np.ones(itc2.data.shape) itc.data = np.zeros(itc.data.shape) itc2.nave = 2 itc.nave = 1 itc.drop_channels([itc.ch_names[0]]) combined_itc = combine_tfr([itc2, itc]) assert_array_almost_equal(combined_itc.data, np.ones(combined_itc.data.shape) * 2 / 3) # more tests power, itc = tfr_morlet(epochs, freqs=freqs, n_cycles=2, use_fft=False, return_itc=True) assert_true(power.data.shape == (len(picks), len(freqs), len(times))) assert_true(power.data.shape == itc.data.shape) assert_true(np.sum(itc.data >= 1) == 0) assert_true(np.sum(itc.data <= 0) == 0) Fs = raw.info['sfreq'] # sampling in Hz tfr = cwt_morlet(data[0], Fs, freqs, use_fft=True, n_cycles=2) assert_true(tfr.shape == (len(picks), len(freqs), len(times))) tfr2 = cwt_morlet(data[0], Fs, freqs, use_fft=True, n_cycles=2, decim=slice(0, 2)) assert_true(tfr2.shape == (len(picks), len(freqs), 2)) single_power = single_trial_power(data, Fs, freqs, use_fft=False, n_cycles=2) single_power2 = single_trial_power(data, Fs, freqs, use_fft=False, n_cycles=2, decim=slice(0, 2)) single_power3 = single_trial_power(data, Fs, freqs, use_fft=False, n_cycles=2, decim=slice(1, 3)) single_power4 = single_trial_power(data, Fs, freqs, use_fft=False, n_cycles=2, decim=slice(2, 4)) assert_array_almost_equal(np.mean(single_power, axis=0), power.data) assert_array_almost_equal(np.mean(single_power2, axis=0), power.data[:, :, :2]) assert_array_almost_equal(np.mean(single_power3, axis=0), power.data[:, :, 1:3]) assert_array_almost_equal(np.mean(single_power4, axis=0), power.data[:, :, 2:4]) power_pick = power.pick_channels(power.ch_names[:10:2]) assert_equal(len(power_pick.ch_names), len(power.ch_names[:10:2])) assert_equal(power_pick.data.shape[0], len(power.ch_names[:10:2])) power_drop = power.drop_channels(power.ch_names[1:10:2]) assert_equal(power_drop.ch_names, power_pick.ch_names) assert_equal(power_pick.data.shape[0], len(power_drop.ch_names)) mne.equalize_channels([power_pick, power_drop]) assert_equal(power_pick.ch_names, power_drop.ch_names) assert_equal(power_pick.data.shape, power_drop.data.shape) # Test decimation: # 2: multiple of len(times) even # 3: multiple odd # 8: not multiple, even # 9: not multiple, odd for decim in [2, 3, 8, 9]: for use_fft in [True, False]: power, itc = tfr_morlet(epochs, freqs=freqs, n_cycles=2, use_fft=use_fft, return_itc=True, decim=decim) assert_equal(power.data.shape[2], np.ceil(float(len(times)) / decim)) freqs = range(50, 55) decim = 2 _, n_chan, n_time = data.shape tfr = cwt_morlet(data[0, :, :], sfreq=epochs.info['sfreq'], freqs=freqs, decim=decim) assert_equal(tfr.shape, (n_chan, len(freqs), n_time // decim)) # Test cwt modes Ws = morlet(512, [10, 20], n_cycles=2) assert_raises(ValueError, cwt, data[0, :, :], Ws, mode='foo') for use_fft in [True, False]: for mode in ['same', 'valid', 'full']: # XXX JRK: full wavelet decomposition needs to be implemented if (not use_fft) and mode == 'full': assert_raises(ValueError, cwt, data[0, :, :], Ws, use_fft=use_fft, mode=mode) continue cwt(data[0, :, :], Ws, use_fft=use_fft, mode=mode) # Test decim parameter checks assert_raises(TypeError, single_trial_power, data, Fs, freqs, use_fft=False, n_cycles=2, decim=None) assert_raises(TypeError, tfr_morlet, epochs, freqs=freqs, n_cycles=n_cycles, use_fft=True, return_itc=True, decim='decim') def test_dpsswavelet(): """Test DPSS tapers.""" freqs = np.arange(5, 25, 3) Ws = _make_dpss(1000, freqs=freqs, n_cycles=freqs / 2., time_bandwidth=4.0, zero_mean=True) assert_true(len(Ws) == 3) # 3 tapers expected # Check that zero mean is true assert_true(np.abs(np.mean(np.real(Ws[0][0]))) < 1e-5) assert_true(len(Ws[0]) == len(freqs)) # As many wavelets as asked for @slow_test def test_tfr_multitaper(): """Test tfr_multitaper.""" sfreq = 200.0 ch_names = ['SIM0001', 'SIM0002'] ch_types = ['grad', 'grad'] info = create_info(ch_names=ch_names, sfreq=sfreq, ch_types=ch_types) n_times = int(sfreq) # Second long epochs n_epochs = 3 seed = 42 rng = np.random.RandomState(seed) noise = 0.1 * rng.randn(n_epochs, len(ch_names), n_times) t = np.arange(n_times, dtype=np.float) / sfreq signal = np.sin(np.pi * 2. * 50. * t) # 50 Hz sinusoid signal signal[np.logical_or(t < 0.45, t > 0.55)] = 0. # Hard windowing on_time = np.logical_and(t >= 0.45, t <= 0.55) signal[on_time] *= np.hanning(on_time.sum()) # Ramping dat = noise + signal reject = dict(grad=4000.) events = np.empty((n_epochs, 3), int) first_event_sample = 100 event_id = dict(sin50hz=1) for k in range(n_epochs): events[k, :] = first_event_sample + k * n_times, 0, event_id['sin50hz'] epochs = EpochsArray(data=dat, info=info, events=events, event_id=event_id, reject=reject) freqs = np.arange(35, 70, 5, dtype=np.float) power, itc = tfr_multitaper(epochs, freqs=freqs, n_cycles=freqs / 2., time_bandwidth=4.0) power2, itc2 = tfr_multitaper(epochs, freqs=freqs, n_cycles=freqs / 2., time_bandwidth=4.0, decim=slice(0, 2)) picks = np.arange(len(ch_names)) power_picks, itc_picks = tfr_multitaper(epochs, freqs=freqs, n_cycles=freqs / 2., time_bandwidth=4.0, picks=picks) power_epochs = tfr_multitaper(epochs, freqs=freqs, n_cycles=freqs / 2., time_bandwidth=4.0, return_itc=False, average=False) power_averaged = power_epochs.average() power_evoked = tfr_multitaper(epochs.average(), freqs=freqs, n_cycles=freqs / 2., time_bandwidth=4.0, return_itc=False, average=False).average() print(power_evoked) # test repr for EpochsTFR assert_raises(ValueError, tfr_multitaper, epochs, freqs=freqs, n_cycles=freqs / 2., return_itc=True, average=False) # test picks argument assert_array_almost_equal(power.data, power_picks.data) assert_array_almost_equal(power.data, power_averaged.data) assert_array_almost_equal(power.times, power_epochs.times) assert_array_almost_equal(power.times, power_averaged.times) assert_equal(power.nave, power_averaged.nave) assert_equal(power_epochs.data.shape, (3, 2, 7, 200)) assert_array_almost_equal(itc.data, itc_picks.data) # one is squared magnitude of the average (evoked) and # the other is average of the squared magnitudes (epochs PSD) # so values shouldn't match, but shapes should assert_array_equal(power.data.shape, power_evoked.data.shape) assert_raises(AssertionError, assert_array_almost_equal, power.data, power_evoked.data) tmax = t[np.argmax(itc.data[0, freqs == 50, :])] fmax = freqs[np.argmax(power.data[1, :, t == 0.5])] assert_true(tmax > 0.3 and tmax < 0.7) assert_false(np.any(itc.data < 0.)) assert_true(fmax > 40 and fmax < 60) assert_true(power2.data.shape == (len(picks), len(freqs), 2)) assert_true(power2.data.shape == itc2.data.shape) # Test decim parameter checks and compatibility between wavelets length # and instance length in the time dimension. assert_raises(TypeError, tfr_multitaper, epochs, freqs=freqs, n_cycles=freqs / 2., time_bandwidth=4.0, decim=(1,)) assert_raises(ValueError, tfr_multitaper, epochs, freqs=freqs, n_cycles=1000, time_bandwidth=4.0) def test_crop(): """Test TFR cropping.""" data = np.zeros((3, 2, 3)) times = np.array([.1, .2, .3]) freqs = np.array([.10, .20]) info = mne.create_info(['MEG 001', 'MEG 002', 'MEG 003'], 1000., ['mag', 'mag', 'mag']) tfr = AverageTFR(info, data=data, times=times, freqs=freqs, nave=20, comment='test', method='crazy-tfr') tfr.crop(0.2, 0.3) assert_array_equal(tfr.times, [0.2, 0.3]) assert_equal(tfr.data.shape[-1], 2) @requires_h5py def test_io(): """Test TFR IO capacities.""" tempdir = _TempDir() fname = op.join(tempdir, 'test-tfr.h5') data = np.zeros((3, 2, 3)) times = np.array([.1, .2, .3]) freqs = np.array([.10, .20]) info = mne.create_info(['MEG 001', 'MEG 002', 'MEG 003'], 1000., ['mag', 'mag', 'mag']) tfr = AverageTFR(info, data=data, times=times, freqs=freqs, nave=20, comment='test', method='crazy-tfr') tfr.save(fname) tfr2 = read_tfrs(fname, condition='test') assert_array_equal(tfr.data, tfr2.data) assert_array_equal(tfr.times, tfr2.times) assert_array_equal(tfr.freqs, tfr2.freqs) assert_equal(tfr.comment, tfr2.comment) assert_equal(tfr.nave, tfr2.nave) assert_raises(IOError, tfr.save, fname) tfr.comment = None tfr.save(fname, overwrite=True) assert_equal(read_tfrs(fname, condition=0).comment, tfr.comment) tfr.comment = 'test-A' tfr2.comment = 'test-B' fname = op.join(tempdir, 'test2-tfr.h5') write_tfrs(fname, [tfr, tfr2]) tfr3 = read_tfrs(fname, condition='test-A') assert_equal(tfr.comment, tfr3.comment) assert_true(isinstance(tfr.info, mne.Info)) tfrs = read_tfrs(fname, condition=None) assert_equal(len(tfrs), 2) tfr4 = tfrs[1] assert_equal(tfr2.comment, tfr4.comment) assert_raises(ValueError, read_tfrs, fname, condition='nonono') def test_plot(): """Test TFR plotting.""" import matplotlib.pyplot as plt data = np.zeros((3, 2, 3)) times = np.array([.1, .2, .3]) freqs = np.array([.10, .20]) info = mne.create_info(['MEG 001', 'MEG 002', 'MEG 003'], 1000., ['mag', 'mag', 'mag']) tfr = AverageTFR(info, data=data, times=times, freqs=freqs, nave=20, comment='test', method='crazy-tfr') tfr.plot([1, 2], title='title') plt.close('all') ax = plt.subplot2grid((2, 2), (0, 0)) ax2 = plt.subplot2grid((2, 2), (1, 1)) ax3 = plt.subplot2grid((2, 2), (0, 1)) tfr.plot(picks=[0, 1, 2], axes=[ax, ax2, ax3]) plt.close('all') tfr.plot_topo(picks=[1, 2]) plt.close('all') tfr.plot_topo(picks=[1, 2]) plt.close('all') fig = tfr.plot(picks=[1], cmap='RdBu_r') # interactive mode on by default fig.canvas.key_press_event('up') fig.canvas.key_press_event(' ') fig.canvas.key_press_event('down') cbar = fig.get_axes()[0].CB # Fake dragging with mouse. ax = cbar.cbar.ax _fake_click(fig, ax, (0.1, 0.1)) _fake_click(fig, ax, (0.1, 0.2), kind='motion') _fake_click(fig, ax, (0.1, 0.3), kind='release') _fake_click(fig, ax, (0.1, 0.1), button=3) _fake_click(fig, ax, (0.1, 0.2), button=3, kind='motion') _fake_click(fig, ax, (0.1, 0.3), kind='release') fig.canvas.scroll_event(0.5, 0.5, -0.5) # scroll down fig.canvas.scroll_event(0.5, 0.5, 0.5) # scroll up plt.close('all') def test_add_channels(): """Test tfr splitting / re-appending channel types.""" data = np.zeros((6, 2, 3)) times = np.array([.1, .2, .3]) freqs = np.array([.10, .20]) info = mne.create_info( ['MEG 001', 'MEG 002', 'MEG 003', 'EEG 001', 'EEG 002', 'STIM 001'], 1000., ['mag', 'mag', 'mag', 'eeg', 'eeg', 'stim']) tfr = AverageTFR(info, data=data, times=times, freqs=freqs, nave=20, comment='test', method='crazy-tfr') tfr_eeg = tfr.copy().pick_types(meg=False, eeg=True) tfr_meg = tfr.copy().pick_types(meg=True) tfr_stim = tfr.copy().pick_types(meg=False, stim=True) tfr_eeg_meg = tfr.copy().pick_types(meg=True, eeg=True) tfr_new = tfr_meg.copy().add_channels([tfr_eeg, tfr_stim]) assert_true(all(ch in tfr_new.ch_names for ch in tfr_stim.ch_names + tfr_meg.ch_names)) tfr_new = tfr_meg.copy().add_channels([tfr_eeg]) assert_true(ch in tfr_new.ch_names for ch in tfr.ch_names) assert_array_equal(tfr_new.data, tfr_eeg_meg.data) assert_true(all(ch not in tfr_new.ch_names for ch in tfr_stim.ch_names)) # Now test errors tfr_badsf = tfr_eeg.copy() tfr_badsf.info['sfreq'] = 3.1415927 tfr_eeg = tfr_eeg.crop(-.1, .1) assert_raises(RuntimeError, tfr_meg.add_channels, [tfr_badsf]) assert_raises(AssertionError, tfr_meg.add_channels, [tfr_eeg]) assert_raises(ValueError, tfr_meg.add_channels, [tfr_meg]) assert_raises(AssertionError, tfr_meg.add_channels, tfr_badsf) def test_compute_tfr(): """Test _compute_tfr function.""" # Set parameters event_id = 1 tmin = -0.2 tmax = 0.498 # Allows exhaustive decimation testing # Setup for reading the raw data raw = read_raw_fif(raw_fname, add_eeg_ref=False) events = read_events(event_fname) exclude = raw.info['bads'] + ['MEG 2443', 'EEG 053'] # bads + 2 more # picks MEG gradiometers picks = pick_types(raw.info, meg='grad', eeg=False, stim=False, include=[], exclude=exclude) picks = picks[:2] epochs = Epochs(raw, events, event_id, tmin, tmax, picks=picks, baseline=(None, 0), add_eeg_ref=False) data = epochs.get_data() sfreq = epochs.info['sfreq'] freqs = np.arange(10, 20, 3).astype(float) # Check all combination of options for method, use_fft, zero_mean, output in product( ('multitaper', 'morlet'), (False, True), (False, True), ('complex', 'power', 'phase', 'avg_power_itc', 'avg_power', 'itc')): # Check exception if (method == 'multitaper') and (output == 'phase'): assert_raises(NotImplementedError, _compute_tfr, data, freqs, sfreq, method=method, output=output) continue # Check runs out = _compute_tfr(data, freqs, sfreq, method=method, use_fft=use_fft, zero_mean=zero_mean, n_cycles=2., output=output) # Check shapes shape = np.r_[data.shape[:2], len(freqs), data.shape[2]] if ('avg' in output) or ('itc' in output): assert_array_equal(shape[1:], out.shape) else: assert_array_equal(shape, out.shape) # Check types if output in ('complex', 'avg_power_itc'): assert_equal(np.complex, out.dtype) else: assert_equal(np.float, out.dtype) assert_true(np.all(np.isfinite(out))) # Check that functions are equivalent to # i) single_trial_power: X, shape (n_signals, n_chans, n_times) old_power = single_trial_power(data, sfreq, freqs, n_cycles=2.) new_power = _compute_tfr(data, freqs, sfreq, n_cycles=2., method='morlet', output='power') assert_array_almost_equal(old_power, new_power) old_power = single_trial_power(data, sfreq, freqs, n_cycles=2., times=epochs.times, baseline=(-.100, 0), baseline_mode='ratio') new_power = rescale(new_power, epochs.times, (-.100, 0), 'ratio') # ii) cwt_morlet: X, shape (n_signals, n_times) old_complex = cwt_morlet(data[0], sfreq, freqs, n_cycles=2.) new_complex = _compute_tfr(data[[0]], freqs, sfreq, n_cycles=2., method='morlet', output='complex') assert_array_almost_equal(old_complex, new_complex[0]) # Check errors params for _data in (None, 'foo', data[0]): assert_raises(ValueError, _compute_tfr, _data, freqs, sfreq) for _freqs in (None, 'foo', [[0]]): assert_raises(ValueError, _compute_tfr, data, _freqs, sfreq) for _sfreq in (None, 'foo'): assert_raises(ValueError, _compute_tfr, data, freqs, _sfreq) for key in ('output', 'method', 'use_fft', 'decim', 'n_jobs'): for value in (None, 'foo'): kwargs = {key: value} # FIXME pep8 assert_raises(ValueError, _compute_tfr, data, freqs, sfreq, **kwargs) # No time_bandwidth param in morlet assert_raises(ValueError, _compute_tfr, data, freqs, sfreq, method='morlet', time_bandwidth=1) # No phase in multitaper XXX Check ? assert_raises(NotImplementedError, _compute_tfr, data, freqs, sfreq, method='multitaper', output='phase') # Inter-trial coherence tests out = _compute_tfr(data, freqs, sfreq, output='itc', n_cycles=2.) assert_true(np.sum(out >= 1) == 0) assert_true(np.sum(out <= 0) == 0) # Check decim shapes # 2: multiple of len(times) even # 3: multiple odd # 8: not multiple, even # 9: not multiple, odd for decim in (2, 3, 8, 9, slice(0, 2), slice(1, 3), slice(2, 4)): _decim = slice(None, None, decim) if isinstance(decim, int) else decim n_time = len(np.arange(data.shape[2])[_decim]) shape = np.r_[data.shape[:2], len(freqs), n_time] for method in ('multitaper', 'morlet'): # Single trials out = _compute_tfr(data, freqs, sfreq, method=method, decim=decim, n_cycles=2.) assert_array_equal(shape, out.shape) # Averages out = _compute_tfr(data, freqs, sfreq, method=method, decim=decim, output='avg_power', n_cycles=2.) assert_array_equal(shape[1:], out.shape) run_tests_if_main()
bsd-3-clause
RPGOne/Skynet
scikit-learn-0.18.1/benchmarks/bench_plot_incremental_pca.py
374
6430
""" ======================== IncrementalPCA benchmark ======================== Benchmarks for IncrementalPCA """ import numpy as np import gc from time import time from collections import defaultdict import matplotlib.pyplot as plt from sklearn.datasets import fetch_lfw_people from sklearn.decomposition import IncrementalPCA, RandomizedPCA, PCA def plot_results(X, y, label): plt.plot(X, y, label=label, marker='o') def benchmark(estimator, data): gc.collect() print("Benching %s" % estimator) t0 = time() estimator.fit(data) training_time = time() - t0 data_t = estimator.transform(data) data_r = estimator.inverse_transform(data_t) reconstruction_error = np.mean(np.abs(data - data_r)) return {'time': training_time, 'error': reconstruction_error} def plot_feature_times(all_times, batch_size, all_components, data): plt.figure() plot_results(all_components, all_times['pca'], label="PCA") plot_results(all_components, all_times['ipca'], label="IncrementalPCA, bsize=%i" % batch_size) plot_results(all_components, all_times['rpca'], label="RandomizedPCA") plt.legend(loc="upper left") plt.suptitle("Algorithm runtime vs. n_components\n \ LFW, size %i x %i" % data.shape) plt.xlabel("Number of components (out of max %i)" % data.shape[1]) plt.ylabel("Time (seconds)") def plot_feature_errors(all_errors, batch_size, all_components, data): plt.figure() plot_results(all_components, all_errors['pca'], label="PCA") plot_results(all_components, all_errors['ipca'], label="IncrementalPCA, bsize=%i" % batch_size) plot_results(all_components, all_errors['rpca'], label="RandomizedPCA") plt.legend(loc="lower left") plt.suptitle("Algorithm error vs. n_components\n" "LFW, size %i x %i" % data.shape) plt.xlabel("Number of components (out of max %i)" % data.shape[1]) plt.ylabel("Mean absolute error") def plot_batch_times(all_times, n_features, all_batch_sizes, data): plt.figure() plot_results(all_batch_sizes, all_times['pca'], label="PCA") plot_results(all_batch_sizes, all_times['rpca'], label="RandomizedPCA") plot_results(all_batch_sizes, all_times['ipca'], label="IncrementalPCA") plt.legend(loc="lower left") plt.suptitle("Algorithm runtime vs. batch_size for n_components %i\n \ LFW, size %i x %i" % ( n_features, data.shape[0], data.shape[1])) plt.xlabel("Batch size") plt.ylabel("Time (seconds)") def plot_batch_errors(all_errors, n_features, all_batch_sizes, data): plt.figure() plot_results(all_batch_sizes, all_errors['pca'], label="PCA") plot_results(all_batch_sizes, all_errors['ipca'], label="IncrementalPCA") plt.legend(loc="lower left") plt.suptitle("Algorithm error vs. batch_size for n_components %i\n \ LFW, size %i x %i" % ( n_features, data.shape[0], data.shape[1])) plt.xlabel("Batch size") plt.ylabel("Mean absolute error") def fixed_batch_size_comparison(data): all_features = [i.astype(int) for i in np.linspace(data.shape[1] // 10, data.shape[1], num=5)] batch_size = 1000 # Compare runtimes and error for fixed batch size all_times = defaultdict(list) all_errors = defaultdict(list) for n_components in all_features: pca = PCA(n_components=n_components) rpca = RandomizedPCA(n_components=n_components, random_state=1999) ipca = IncrementalPCA(n_components=n_components, batch_size=batch_size) results_dict = {k: benchmark(est, data) for k, est in [('pca', pca), ('ipca', ipca), ('rpca', rpca)]} for k in sorted(results_dict.keys()): all_times[k].append(results_dict[k]['time']) all_errors[k].append(results_dict[k]['error']) plot_feature_times(all_times, batch_size, all_features, data) plot_feature_errors(all_errors, batch_size, all_features, data) def variable_batch_size_comparison(data): batch_sizes = [i.astype(int) for i in np.linspace(data.shape[0] // 10, data.shape[0], num=10)] for n_components in [i.astype(int) for i in np.linspace(data.shape[1] // 10, data.shape[1], num=4)]: all_times = defaultdict(list) all_errors = defaultdict(list) pca = PCA(n_components=n_components) rpca = RandomizedPCA(n_components=n_components, random_state=1999) results_dict = {k: benchmark(est, data) for k, est in [('pca', pca), ('rpca', rpca)]} # Create flat baselines to compare the variation over batch size all_times['pca'].extend([results_dict['pca']['time']] * len(batch_sizes)) all_errors['pca'].extend([results_dict['pca']['error']] * len(batch_sizes)) all_times['rpca'].extend([results_dict['rpca']['time']] * len(batch_sizes)) all_errors['rpca'].extend([results_dict['rpca']['error']] * len(batch_sizes)) for batch_size in batch_sizes: ipca = IncrementalPCA(n_components=n_components, batch_size=batch_size) results_dict = {k: benchmark(est, data) for k, est in [('ipca', ipca)]} all_times['ipca'].append(results_dict['ipca']['time']) all_errors['ipca'].append(results_dict['ipca']['error']) plot_batch_times(all_times, n_components, batch_sizes, data) # RandomizedPCA error is always worse (approx 100x) than other PCA # tests plot_batch_errors(all_errors, n_components, batch_sizes, data) faces = fetch_lfw_people(resize=.2, min_faces_per_person=5) # limit dataset to 5000 people (don't care who they are!) X = faces.data[:5000] n_samples, h, w = faces.images.shape n_features = X.shape[1] X -= X.mean(axis=0) X /= X.std(axis=0) fixed_batch_size_comparison(X) variable_batch_size_comparison(X) plt.show()
bsd-3-clause
andrewnc/scikit-learn
examples/svm/plot_svm_kernels.py
329
1971
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= SVM-Kernels ========================================================= Three different types of SVM-Kernels are displayed below. The polynomial and RBF are especially useful when the data-points are not linearly separable. """ print(__doc__) # Code source: Gaël Varoquaux # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import svm # Our dataset and targets X = np.c_[(.4, -.7), (-1.5, -1), (-1.4, -.9), (-1.3, -1.2), (-1.1, -.2), (-1.2, -.4), (-.5, 1.2), (-1.5, 2.1), (1, 1), # -- (1.3, .8), (1.2, .5), (.2, -2), (.5, -2.4), (.2, -2.3), (0, -2.7), (1.3, 2.1)].T Y = [0] * 8 + [1] * 8 # figure number fignum = 1 # fit the model for kernel in ('linear', 'poly', 'rbf'): clf = svm.SVC(kernel=kernel, gamma=2) clf.fit(X, Y) # plot the line, the points, and the nearest vectors to the plane plt.figure(fignum, figsize=(4, 3)) plt.clf() plt.scatter(clf.support_vectors_[:, 0], clf.support_vectors_[:, 1], s=80, facecolors='none', zorder=10) plt.scatter(X[:, 0], X[:, 1], c=Y, zorder=10, cmap=plt.cm.Paired) plt.axis('tight') x_min = -3 x_max = 3 y_min = -3 y_max = 3 XX, YY = np.mgrid[x_min:x_max:200j, y_min:y_max:200j] Z = clf.decision_function(np.c_[XX.ravel(), YY.ravel()]) # Put the result into a color plot Z = Z.reshape(XX.shape) plt.figure(fignum, figsize=(4, 3)) plt.pcolormesh(XX, YY, Z > 0, cmap=plt.cm.Paired) plt.contour(XX, YY, Z, colors=['k', 'k', 'k'], linestyles=['--', '-', '--'], levels=[-.5, 0, .5]) plt.xlim(x_min, x_max) plt.ylim(y_min, y_max) plt.xticks(()) plt.yticks(()) fignum = fignum + 1 plt.show()
bsd-3-clause
ishanic/scikit-learn
examples/svm/plot_svm_kernels.py
329
1971
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= SVM-Kernels ========================================================= Three different types of SVM-Kernels are displayed below. The polynomial and RBF are especially useful when the data-points are not linearly separable. """ print(__doc__) # Code source: Gaël Varoquaux # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import svm # Our dataset and targets X = np.c_[(.4, -.7), (-1.5, -1), (-1.4, -.9), (-1.3, -1.2), (-1.1, -.2), (-1.2, -.4), (-.5, 1.2), (-1.5, 2.1), (1, 1), # -- (1.3, .8), (1.2, .5), (.2, -2), (.5, -2.4), (.2, -2.3), (0, -2.7), (1.3, 2.1)].T Y = [0] * 8 + [1] * 8 # figure number fignum = 1 # fit the model for kernel in ('linear', 'poly', 'rbf'): clf = svm.SVC(kernel=kernel, gamma=2) clf.fit(X, Y) # plot the line, the points, and the nearest vectors to the plane plt.figure(fignum, figsize=(4, 3)) plt.clf() plt.scatter(clf.support_vectors_[:, 0], clf.support_vectors_[:, 1], s=80, facecolors='none', zorder=10) plt.scatter(X[:, 0], X[:, 1], c=Y, zorder=10, cmap=plt.cm.Paired) plt.axis('tight') x_min = -3 x_max = 3 y_min = -3 y_max = 3 XX, YY = np.mgrid[x_min:x_max:200j, y_min:y_max:200j] Z = clf.decision_function(np.c_[XX.ravel(), YY.ravel()]) # Put the result into a color plot Z = Z.reshape(XX.shape) plt.figure(fignum, figsize=(4, 3)) plt.pcolormesh(XX, YY, Z > 0, cmap=plt.cm.Paired) plt.contour(XX, YY, Z, colors=['k', 'k', 'k'], linestyles=['--', '-', '--'], levels=[-.5, 0, .5]) plt.xlim(x_min, x_max) plt.ylim(y_min, y_max) plt.xticks(()) plt.yticks(()) fignum = fignum + 1 plt.show()
bsd-3-clause
stevereyes01/pycbc
examples/distributions/mass_examples.py
14
1651
import matplotlib.pyplot as plt from pycbc import distributions # Create a mass distribution object that is uniform between 0.5 and 1.5 # solar masses. mass1_distribution = distributions.Uniform(mass1=(0.5, 1.5)) # Take 100000 random variable samples from this uniform mass distribution. mass1_samples = mass1_distribution.rvs(size=1000000) # Draw another distribution that is Gaussian between 0.5 and 1.5 solar masses # with a mean of 1.2 solar masses and a standard deviation of 0.15 solar # masses. Gaussian takes the variance as an input so square the standard # deviation. variance = 0.15*0.15 mass2_gaussian = distributions.Gaussian(mass2=(0.5, 1.5), mass2_mean=1.2, mass2_var=variance) # Take 100000 random variable samples from this gaussian mass distribution. mass2_samples = mass2_gaussian.rvs(size=1000000) # We can make pairs of distributions together, instead of apart. two_mass_distributions = distributions.Uniform(mass3=(1.6, 3.0), mass4=(1.6, 3.0)) two_mass_samples = two_mass_distributions.rvs(size=1000000) # Choose 50 bins for the histogram subplots. n_bins = 50 # Plot histograms of samples in subplots fig, axes = plt.subplots(nrows=2, ncols=2) ax0, ax1, ax2, ax3, = axes.flat ax0.hist(mass1_samples['mass1'], bins = n_bins) ax1.hist(mass2_samples['mass2'], bins = n_bins) ax2.hist(two_mass_samples['mass3'], bins = n_bins) ax3.hist(two_mass_samples['mass4'], bins = n_bins) ax0.set_title('Mass 1 samples') ax1.set_title('Mass 2 samples') ax2.set_title('Mass 3 samples') ax3.set_title('Mass 4 samples') plt.tight_layout() plt.show()
gpl-3.0
puruckertom/ubertool
ubertool/trex/tests/trex_process_qaqc.py
1
1374
from __future__ import division #brings in Python 3.0 mixed type calculation rules import os # needs to be run whenever the qaqc csv is updated csv_path = os.path.join(os.path.dirname(__file__),"trex_qaqc.csv") csv_in = os.path.join(os.path.dirname(__file__),"trex_qaqc_in_transpose.csv") csv_exp = os.path.join(os.path.dirname(__file__),"trex_qaqc_exp_transpose.csv") import pandas as pd #skiprows 0-indexed (supposedly, but does not seem to be the case) #skipfooter- number of rows at bottom to skip try: pd_obj_inputs = pd.read_csv(csv_path, index_col=0, header=None, skiprows=1, skipfooter=314, engine='python') pd_obj_inputs = pd_obj_inputs.drop(labels=pd_obj_inputs.columns[range(4)], axis=1) pd_obj_inputs.index.name = None pd_obj_inputs.columns -= 5 pd_obj_inputs_transposed = pd_obj_inputs.transpose() print(pd_obj_inputs_transposed) pd_obj_inputs_transposed.to_csv(csv_in) pd_obj_exp_out = pd.read_csv(csv_path, index_col=0, header=None, skiprows=200, engine='python', na_values='') pd_obj_exp_out = pd_obj_exp_out.drop(labels=pd_obj_exp_out.columns[range(4)], axis=1) pd_obj_exp_out.index.name = None pd_obj_exp_out.columns -= 5 pd_obj_exp_out_transposed = pd_obj_exp_out.transpose() print(pd_obj_exp_out_transposed) pd_obj_exp_out_transposed.to_csv(csv_exp) except Exception as e: print (e.message)
unlicense
jseabold/statsmodels
statsmodels/tools/validation/tests/test_validation.py
4
12589
from collections import OrderedDict import numpy as np import pandas as pd import pytest from statsmodels.tools.validation import ( array_like, PandasWrapper, bool_like, dict_like, float_like, int_like, string_like, ) from statsmodels.tools.validation.validation import _right_squeeze @pytest.fixture(params=[True, False]) def use_pandas(request): return request.param def gen_data(dim, use_pandas): if dim == 1: out = np.empty(10,) if use_pandas: out = pd.Series(out) elif dim == 2: out = np.empty((20, 10)) if use_pandas: out = pd.DataFrame(out) else: out = np.empty(np.arange(5, 5 + dim)) return out class TestArrayLike(object): def test_1d(self, use_pandas): data = gen_data(1, use_pandas) a = array_like(data, "a") assert a.ndim == 1 assert a.shape == (10,) assert type(a) is np.ndarray a = array_like(data, "a", ndim=1) assert a.ndim == 1 a = array_like(data, "a", shape=(10,)) assert a.shape == (10,) a = array_like(data, "a", ndim=1, shape=(None,)) assert a.ndim == 1 a = array_like(data, "a", ndim=2, shape=(10, 1)) assert a.ndim == 2 assert a.shape == (10, 1) with pytest.raises(ValueError, match="a is required to have shape"): array_like(data, "a", shape=(5,)) def test_2d(self, use_pandas): data = gen_data(2, use_pandas) a = array_like(data, "a", ndim=2) assert a.ndim == 2 assert a.shape == (20, 10) assert type(a) is np.ndarray a = array_like(data, "a", ndim=2) assert a.ndim == 2 a = array_like(data, "a", ndim=2, shape=(20, None)) assert a.shape == (20, 10) a = array_like(data, "a", ndim=2, shape=(20,)) assert a.shape == (20, 10) a = array_like(data, "a", ndim=2, shape=(None, 10)) assert a.shape == (20, 10) a = array_like(data, "a", ndim=2, shape=(None, None)) assert a.ndim == 2 a = array_like(data, "a", ndim=3) assert a.ndim == 3 assert a.shape == (20, 10, 1) with pytest.raises(ValueError, match="a is required to have shape"): array_like(data, "a", ndim=2, shape=(10,)) with pytest.raises(ValueError, match="a is required to have shape"): array_like(data, "a", ndim=2, shape=(20, 20)) with pytest.raises(ValueError, match="a is required to have shape"): array_like(data, "a", ndim=2, shape=(None, 20)) match = "a is required to have ndim 1 but has ndim 2" with pytest.raises(ValueError, match=match): array_like(data, "a", ndim=1) match = "a must have ndim <= 1" with pytest.raises(ValueError, match=match): array_like(data, "a", maxdim=1) def test_3d(self): data = gen_data(3, False) a = array_like(data, "a", ndim=3) assert a.shape == (5, 6, 7) assert a.ndim == 3 assert type(a) is np.ndarray a = array_like(data, "a", ndim=3, shape=(5, None, 7)) assert a.shape == (5, 6, 7) a = array_like(data, "a", ndim=3, shape=(None, None, 7)) assert a.shape == (5, 6, 7) a = array_like(data, "a", ndim=5) assert a.shape == (5, 6, 7, 1, 1) with pytest.raises(ValueError, match="a is required to have shape"): array_like(data, "a", ndim=3, shape=(10,)) with pytest.raises(ValueError, match="a is required to have shape"): array_like(data, "a", ndim=3, shape=(None, None, 5)) match = "a is required to have ndim 2 but has ndim 3" with pytest.raises(ValueError, match=match): array_like(data, "a", ndim=2) match = "a must have ndim <= 1" with pytest.raises(ValueError, match=match): array_like(data, "a", maxdim=1) match = "a must have ndim <= 2" with pytest.raises(ValueError, match=match): array_like(data, "a", maxdim=2) def test_right_squeeze_and_pad(self): data = np.empty((2, 1, 2)) a = array_like(data, "a", ndim=3) assert a.shape == (2, 1, 2) data = np.empty((2)) a = array_like(data, "a", ndim=3) assert a.shape == (2, 1, 1) data = np.empty((2, 1)) a = array_like(data, "a", ndim=3) assert a.shape == (2, 1, 1) data = np.empty((2, 1, 1, 1)) a = array_like(data, "a", ndim=3) assert a.shape == (2, 1, 1) data = np.empty((2, 1, 1, 2, 1, 1)) with pytest.raises(ValueError): array_like(data, "a", ndim=3) def test_contiguous(self): x = np.arange(10) y = x[::2] a = array_like(y, "a", contiguous=True) assert not y.flags["C_CONTIGUOUS"] assert a.flags["C_CONTIGUOUS"] def test_dtype(self): x = np.arange(10) a = array_like(x, "a", dtype=np.float32) assert a.dtype == np.float32 a = array_like(x, "a", dtype=np.uint8) assert a.dtype == np.uint8 @pytest.mark.xfail(reason="Failing for now") def test_dot(self, use_pandas): data = gen_data(2, use_pandas) a = array_like(data, "a") assert not isinstance(a.T.dot(data), array_like) assert not isinstance(a.T.dot(a), array_like) def test_slice(self, use_pandas): data = gen_data(2, use_pandas) a = array_like(data, "a", ndim=2) assert type(a[1:]) is np.ndarray def test_right_squeeze(): x = np.empty((10, 1, 10)) y = _right_squeeze(x) assert y.shape == (10, 1, 10) x = np.empty((10, 10, 1)) y = _right_squeeze(x) assert y.shape == (10, 10) x = np.empty((10, 10, 1, 1, 1, 1, 1)) y = _right_squeeze(x) assert y.shape == (10, 10) x = np.empty((10, 1, 10, 1, 1, 1, 1, 1)) y = _right_squeeze(x) assert y.shape == (10, 1, 10) def test_wrap_pandas(use_pandas): a = gen_data(1, use_pandas) b = gen_data(1, False) wrapped = PandasWrapper(a).wrap(b) expected_type = pd.Series if use_pandas else np.ndarray assert isinstance(wrapped, expected_type) assert not use_pandas or wrapped.name is None wrapped = PandasWrapper(a).wrap(b, columns="name") assert isinstance(wrapped, expected_type) assert not use_pandas or wrapped.name == "name" wrapped = PandasWrapper(a).wrap(b, columns=["name"]) assert isinstance(wrapped, expected_type) assert not use_pandas or wrapped.name == "name" expected_type = pd.DataFrame if use_pandas else np.ndarray wrapped = PandasWrapper(a).wrap(b[:, None]) assert isinstance(wrapped, expected_type) assert not use_pandas or wrapped.columns[0] == 0 wrapped = PandasWrapper(a).wrap(b[:, None], columns=["name"]) assert isinstance(wrapped, expected_type) assert not use_pandas or wrapped.columns == ["name"] if use_pandas: match = "Can only wrap 1 or 2-d array_like" with pytest.raises(ValueError, match=match): PandasWrapper(a).wrap(b[:, None, None]) match = "obj must have the same number of elements in axis 0 as" with pytest.raises(ValueError, match=match): PandasWrapper(a).wrap(b[: b.shape[0] // 2]) def test_wrap_pandas_append(): a = gen_data(1, True) a.name = "apple" b = gen_data(1, False) wrapped = PandasWrapper(a).wrap(b, append="appended") expected = "apple_appended" assert wrapped.name == expected a = gen_data(2, True) a.columns = ["apple_" + str(i) for i in range(a.shape[1])] b = gen_data(2, False) wrapped = PandasWrapper(a).wrap(b, append="appended") expected = [c + "_appended" for c in a.columns] assert list(wrapped.columns) == expected def test_wrap_pandas_append_non_string(): # GH 6826 a = gen_data(1, True) a.name = 7 b = gen_data(1, False) wrapped = PandasWrapper(a).wrap(b, append="appended") expected = "7_appended" assert wrapped.name == expected a = gen_data(2, True) a.columns = [i for i in range(a.shape[1])] b = gen_data(2, False) wrapped = PandasWrapper(a).wrap(b, append="appended") expected = [f"{c}_appended" for c in a.columns] assert list(wrapped.columns) == expected class CustomDict(dict): pass @pytest.fixture(params=(dict, OrderedDict, CustomDict, None)) def dict_type(request): return request.param def test_optional_dict_like(dict_type): val = dict_type() if dict_type is not None else dict_type out = dict_like(val, "value", optional=True) assert isinstance(out, type(val)) def test_optional_dict_like_error(): match = r"value must be a dict or dict_like \(i.e., a Mapping\)" with pytest.raises(TypeError, match=match): dict_like([], "value", optional=True) with pytest.raises(TypeError, match=match): dict_like({"a"}, "value", optional=True) with pytest.raises(TypeError, match=match): dict_like("a", "value", optional=True) def test_string(): out = string_like("apple", "value") assert out == "apple" out = string_like("apple", "value", options=("apple", "banana", "cherry")) assert out == "apple" with pytest.raises(TypeError, match="value must be a string"): string_like(1, "value") with pytest.raises(TypeError, match="value must be a string"): string_like(b"4", "value") with pytest.raises( ValueError, match="value must be one of: 'apple'," " 'banana', 'cherry'", ): string_like("date", "value", options=("apple", "banana", "cherry")) def test_optional_string(): out = string_like("apple", "value") assert out == "apple" out = string_like("apple", "value", options=("apple", "banana", "cherry")) assert out == "apple" out = string_like(None, "value", optional=True) assert out is None out = string_like( None, "value", optional=True, options=("apple", "banana", "cherry") ) assert out is None with pytest.raises(TypeError, match="value must be a string"): string_like(1, "value", optional=True) with pytest.raises(TypeError, match="value must be a string"): string_like(b"4", "value", optional=True) @pytest.fixture(params=(1.0, 1.1, np.float32(1.2), np.array([1.2]), 1.2 + 0j)) def floating(request): return request.param @pytest.fixture(params=(np.empty(2), 1.2 + 1j, True, "3.2", None)) def not_floating(request): return request.param def test_float_like(floating): assert isinstance(float_like(floating, "floating"), float) assert isinstance(float_like(floating, "floating", optional=True), float) assert float_like(None, "floating", optional=True) is None if isinstance(floating, (int, np.integer, float, np.inexact)): assert isinstance(float_like(floating, "floating", strict=True), float) assert float_like(None, "floating", optional=True, strict=True) is None def test_not_float_like(not_floating): with pytest.raises(TypeError): float_like(not_floating, "floating") @pytest.fixture(params=(1.0, 2, np.float32(3.0), np.array([4.0]))) def integer(request): return request.param @pytest.fixture( params=( 3.2, np.float32(3.2), 3 + 2j, complex(2.3 + 0j), "apple", 1.0 + 0j, np.timedelta64(2), ) ) def not_integer(request): return request.param def test_int_like(integer): assert isinstance(int_like(integer, "integer"), int) assert isinstance(int_like(integer, "integer", optional=True), int) assert int_like(None, "floating", optional=True) is None if isinstance(integer, (int, np.integer)): assert isinstance(int_like(integer, "integer", strict=True), int) assert int_like(None, "floating", optional=True, strict=True) is None def test_not_int_like(not_integer): with pytest.raises(TypeError): int_like(not_integer, "integer") @pytest.fixture(params=[True, False, 1, 1.2, "a", ""]) def boolean(request): return request.param def test_bool_like(boolean): assert isinstance(bool_like(boolean, "boolean"), bool) assert bool_like(None, "boolean", optional=True) is None if isinstance(boolean, bool): assert isinstance(bool_like(boolean, "boolean", strict=True), bool) else: with pytest.raises(TypeError): bool_like(boolean, "boolean", strict=True) def test_not_bool_like(): with pytest.raises(TypeError): bool_like(np.array([True, True]), boolean)
bsd-3-clause
Lawrence-Liu/scikit-learn
setup.py
143
7364
#! /usr/bin/env python # # Copyright (C) 2007-2009 Cournapeau David <[email protected]> # 2010 Fabian Pedregosa <[email protected]> # License: 3-clause BSD descr = """A set of python modules for machine learning and data mining""" import sys import os import shutil from distutils.command.clean import clean as Clean if sys.version_info[0] < 3: import __builtin__ as builtins else: import builtins # This is a bit (!) hackish: we are setting a global variable so that the main # sklearn __init__ can detect if it is being loaded by the setup routine, to # avoid attempting to load components that aren't built yet: # the numpy distutils extensions that are used by scikit-learn to recursively # build the compiled extensions in sub-packages is based on the Python import # machinery. builtins.__SKLEARN_SETUP__ = True DISTNAME = 'scikit-learn' DESCRIPTION = 'A set of python modules for machine learning and data mining' with open('README.rst') as f: LONG_DESCRIPTION = f.read() MAINTAINER = 'Andreas Mueller' MAINTAINER_EMAIL = '[email protected]' URL = 'http://scikit-learn.org' LICENSE = 'new BSD' DOWNLOAD_URL = 'http://sourceforge.net/projects/scikit-learn/files/' # We can actually import a restricted version of sklearn that # does not need the compiled code import sklearn VERSION = sklearn.__version__ # Optional setuptools features # We need to import setuptools early, if we want setuptools features, # as it monkey-patches the 'setup' function # For some commands, use setuptools SETUPTOOLS_COMMANDS = set([ 'develop', 'release', 'bdist_egg', 'bdist_rpm', 'bdist_wininst', 'install_egg_info', 'build_sphinx', 'egg_info', 'easy_install', 'upload', 'bdist_wheel', '--single-version-externally-managed', ]) if SETUPTOOLS_COMMANDS.intersection(sys.argv): import setuptools extra_setuptools_args = dict( zip_safe=False, # the package can run out of an .egg file include_package_data=True, ) else: extra_setuptools_args = dict() # Custom clean command to remove build artifacts class CleanCommand(Clean): description = "Remove build artifacts from the source tree" def run(self): Clean.run(self) if os.path.exists('build'): shutil.rmtree('build') for dirpath, dirnames, filenames in os.walk('sklearn'): for filename in filenames: if (filename.endswith('.so') or filename.endswith('.pyd') or filename.endswith('.dll') or filename.endswith('.pyc')): os.unlink(os.path.join(dirpath, filename)) for dirname in dirnames: if dirname == '__pycache__': shutil.rmtree(os.path.join(dirpath, dirname)) cmdclass = {'clean': CleanCommand} # Optional wheelhouse-uploader features # To automate release of binary packages for scikit-learn we need a tool # to download the packages generated by travis and appveyor workers (with # version number matching the current release) and upload them all at once # to PyPI at release time. # The URL of the artifact repositories are configured in the setup.cfg file. WHEELHOUSE_UPLOADER_COMMANDS = set(['fetch_artifacts', 'upload_all']) if WHEELHOUSE_UPLOADER_COMMANDS.intersection(sys.argv): import wheelhouse_uploader.cmd cmdclass.update(vars(wheelhouse_uploader.cmd)) def configuration(parent_package='', top_path=None): if os.path.exists('MANIFEST'): os.remove('MANIFEST') from numpy.distutils.misc_util import Configuration config = Configuration(None, parent_package, top_path) # Avoid non-useful msg: # "Ignoring attempt to set 'name' (from ... " config.set_options(ignore_setup_xxx_py=True, assume_default_configuration=True, delegate_options_to_subpackages=True, quiet=True) config.add_subpackage('sklearn') return config def is_scipy_installed(): try: import scipy except ImportError: return False return True def is_numpy_installed(): try: import numpy except ImportError: return False return True def setup_package(): metadata = dict(name=DISTNAME, maintainer=MAINTAINER, maintainer_email=MAINTAINER_EMAIL, description=DESCRIPTION, license=LICENSE, url=URL, version=VERSION, download_url=DOWNLOAD_URL, long_description=LONG_DESCRIPTION, classifiers=['Intended Audience :: Science/Research', 'Intended Audience :: Developers', 'License :: OSI Approved', 'Programming Language :: C', 'Programming Language :: Python', 'Topic :: Software Development', 'Topic :: Scientific/Engineering', 'Operating System :: Microsoft :: Windows', 'Operating System :: POSIX', 'Operating System :: Unix', 'Operating System :: MacOS', 'Programming Language :: Python :: 2', 'Programming Language :: Python :: 2.6', 'Programming Language :: Python :: 2.7', 'Programming Language :: Python :: 3', 'Programming Language :: Python :: 3.3', 'Programming Language :: Python :: 3.4', ], cmdclass=cmdclass, **extra_setuptools_args) if (len(sys.argv) >= 2 and ('--help' in sys.argv[1:] or sys.argv[1] in ('--help-commands', 'egg_info', '--version', 'clean'))): # For these actions, NumPy is not required. # # They are required to succeed without Numpy for example when # pip is used to install Scikit-learn when Numpy is not yet present in # the system. try: from setuptools import setup except ImportError: from distutils.core import setup metadata['version'] = VERSION else: if is_numpy_installed() is False: raise ImportError("Numerical Python (NumPy) is not installed.\n" "scikit-learn requires NumPy.\n" "Installation instructions are available on scikit-learn website: " "http://scikit-learn.org/stable/install.html\n") if is_scipy_installed() is False: raise ImportError("Scientific Python (SciPy) is not installed.\n" "scikit-learn requires SciPy.\n" "Installation instructions are available on scikit-learn website: " "http://scikit-learn.org/stable/install.html\n") from numpy.distutils.core import setup metadata['configuration'] = configuration setup(**metadata) if __name__ == "__main__": setup_package()
bsd-3-clause
jcasner/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/backends/backend_mixed.py
70
3776
from matplotlib._image import frombuffer from matplotlib.backends.backend_agg import RendererAgg class MixedModeRenderer(object): """ A helper class to implement a renderer that switches between vector and raster drawing. An example may be a PDF writer, where most things are drawn with PDF vector commands, but some very complex objects, such as quad meshes, are rasterised and then output as images. """ def __init__(self, width, height, dpi, vector_renderer, raster_renderer_class=None): """ width: The width of the canvas in logical units height: The height of the canvas in logical units dpi: The dpi of the canvas vector_renderer: An instance of a subclass of RendererBase that will be used for the vector drawing. raster_renderer_class: The renderer class to use for the raster drawing. If not provided, this will use the Agg backend (which is currently the only viable option anyway.) """ if raster_renderer_class is None: raster_renderer_class = RendererAgg self._raster_renderer_class = raster_renderer_class self._width = width self._height = height self.dpi = dpi assert not vector_renderer.option_image_nocomposite() self._vector_renderer = vector_renderer self._raster_renderer = None self._rasterizing = 0 self._set_current_renderer(vector_renderer) _methods = """ close_group draw_image draw_markers draw_path draw_path_collection draw_quad_mesh draw_tex draw_text finalize flipy get_canvas_width_height get_image_magnification get_texmanager get_text_width_height_descent new_gc open_group option_image_nocomposite points_to_pixels strip_math """.split() def _set_current_renderer(self, renderer): self._renderer = renderer for method in self._methods: if hasattr(renderer, method): setattr(self, method, getattr(renderer, method)) renderer.start_rasterizing = self.start_rasterizing renderer.stop_rasterizing = self.stop_rasterizing def start_rasterizing(self): """ Enter "raster" mode. All subsequent drawing commands (until stop_rasterizing is called) will be drawn with the raster backend. If start_rasterizing is called multiple times before stop_rasterizing is called, this method has no effect. """ if self._rasterizing == 0: self._raster_renderer = self._raster_renderer_class( self._width*self.dpi, self._height*self.dpi, self.dpi) self._set_current_renderer(self._raster_renderer) self._rasterizing += 1 def stop_rasterizing(self): """ Exit "raster" mode. All of the drawing that was done since the last start_rasterizing command will be copied to the vector backend by calling draw_image. If stop_rasterizing is called multiple times before start_rasterizing is called, this method has no effect. """ self._rasterizing -= 1 if self._rasterizing == 0: self._set_current_renderer(self._vector_renderer) width, height = self._width * self.dpi, self._height * self.dpi buffer, bounds = self._raster_renderer.tostring_rgba_minimized() l, b, w, h = bounds if w > 0 and h > 0: image = frombuffer(buffer, w, h, True) image.is_grayscale = False image.flipud_out() self._renderer.draw_image(l, height - b - h, image, None) self._raster_renderer = None self._rasterizing = False
agpl-3.0
enricopal/snowball_decision
decision_algorithm.py
1
25944
import numpy as np import random import networkx as nx from operator import itemgetter import pandas as pd import sys import json import optparse ############################################################### #### CONCORDANCE, DISCORDANCE AND CREDIBILITY FUNCTIONS ###### ############################################################### def conc_func(i,j,k): #computes the concordance given a pair of alternatives i and j and a given criterion k x = float(alternatives[i,k] - alternatives[j,k]) q = float(indiff_thresh[k]) p = float(pref_thresh[k]) if (p != q): #check that the angular coeff. exists if (x < q): return 1 elif (x < p): return (-x)/(p-q) + (p)/(p-q) elif (x >= p): return 0 else: #otherwise it is a step function if (x <= p): return 1 else: return 0 def disc_func(i,j,k): #computes the concordance given a pair of alternatives i and j and a given criterion k x = float(alternatives[i,k] - alternatives[j,k]) v = float(vetos[k]) p = float(pref_thresh[k]) if (p!=v):#check that the angular coeff. exists if (x <= p): return 0 elif (x <= v): return (x)/(v-p) - (p)/(v-p) elif (x > v): return 1 else: #otherwise it is a step function if (x <= p): return 0 else: return 1 #define the concordance and discordance functions def conc_func_tri(i,j,k): #computes the concordance given a pair alternative-profile i and j and a given criterion k x = float(alternatives[i,k] - profiles[j,k]) q = float(indiff_thresh[k]) p = float(pref_thresh[k]) if (p != q): #check that the angular coeff. exists if (x < q): return 1 elif (x < p): return (-x)/(p-q) + (p)/(p-q) elif (x >= p): return 0 else: #otherwise it is a step function if (x <= p): return 1 else: return 0 def disc_func_tri(i,j,k): #computes the concordance given a pair of alternatives i and j and a given criterion k x = float(alternatives[i,k] - profiles[j,k]) v = float(vetos[k]) p = float(pref_thresh[k]) if (p!=v):#check that the angular coeff. exists if (x <= p): return 0 elif (x <= v): return (x)/(v-p) - (p)/(v-p) elif (x > v): return 1 else: #otherwise it is a step function if (x <= p): return 0 else: return 1 def concordance_tri(i,j): c = [] for k in range(m): #for each criterion c.append(weights[k]*conc_func_tri(i,j,k)) return sum(c) #define the credibility of the outranking as a function of concordance and discordance def credibility_tri(i,j): c = concordance_tri(i,j) fact = c for k in range(m):#for each criterion d = disc_func_tri(i,j,k) #just for simplicity of notation if (d > c): #if the discordance of the criterion is greater than the overall concordance fact = fact * (1-d) / (1-c) return fact #define the concordance and discordance for a pair of alternatives def concordance(i,j): c = [] for k in range(m): #for each criterion c.append(weights[k]*conc_func(i,j,k)) return sum(c) #define the credibility of the outranking as a function of concordance and discordance def credibility(i,j): c = concordance(i,j) fact = c for k in range(m):#for each criterion d = disc_func(i,j,k) #just for simplicity of notation if (d > c): #if the discordance of the criterion is greater than the overall concordance fact = fact * (1-d) / (1-c) return fact def discrimination_thresh(x):#non constant threshold return a - b*x ######################################### ############ ALGORITHMS ################# ######################################### #distillation algorithm def compute_scores_2(cred_matrix,altern_list): n = len(altern_list) scores = {} #vector holding the score of each alternative keys = altern_list for i in keys: #initialize to 0 the scores scores[i] = 0 #compute the max credibility l = max(cred_matrix.values()) alpha = discrimination_thresh(l) #compute the discrimination threshold for i in altern_list: #for each alternative for j in altern_list: if i!=j: #excluding the diagonal elements if(cred_matrix[(i,j)] >= l - alpha): scores[i] += 1 if(cred_matrix[(j,i)] >= l - alpha): scores[i] -= 1 return scores #what happens when there are more than two alternatives def runoff(cred_matrix,maxima_matrix, maxima): scores = {} scores = compute_scores_2(maxima_matrix,maxima) #first step of the algorithm #check if there is a unique max maxima_run = [] maximum = max(scores.values()) for i in scores.keys():#create a list with the alternatives that have maximum score if scores[i] == maximum: maxima_run.append(i) if len(maxima_run) == 1: #if there is a unique max ranking.append(maxima_run[0]) #select the winner of the competition #eliminate the winning alternative from the matrix for i,j in cred_matrix.keys(): if i == maxima_run[0] or j == maxima_run[0]: del cred_matrix[(i,j)] altern_list.remove(maxima_run[0]) distillation_2(cred_matrix) elif len(maxima_run) > 1:#otherwise put them all together with the same ranking ranking.append(maxima_run) #eliminate the winning alternatives from the matrix if len(cred_matrix) > len(maxima_run):#se ho altre alternative di cui fare il ranking, rimuovo quelle ottenute #print cred_matrix for j in maxima_run: altern_list.remove(j) for i,k in cred_matrix.keys(): if i == j or k == j: del cred_matrix[(i,k)] #print cred_matrix.values(), maxima_run distillation_2(cred_matrix) else: #altrimenti l'algoritmo si ferma return ranking #initializing the variables def distillation_2(cred_matrix): #print cred_matrix if len(cred_matrix) == 1: #there is just one alternative left, the algorithm has to stop ranking.append(altern_list[0]) #add the last element if len(cred_matrix) > 1: #are there any more alternatives to rank? scores = {} scores = compute_scores_2(cred_matrix,altern_list) #first step of the algorithm #check if there is a unique max maxima = [] #index_maxima = [] nonmaxima = [] #nonmaxima_all = [] #index_nonmaxima = [] maxima_matrix = [] maximum = max(scores.values()) for i in scores.keys():#create a list with the alternatives that have maximum score if scores[i] == maximum: maxima.append(i) else: nonmaxima.append(i) if len(maxima) == 1: #if there is a unique max ranking.append(maxima[0]) #select the winner of the competition #eliminate the winning alternative from the matrix for i,j in cred_matrix.keys(): if i == maxima[0] or j == maxima[0]: del cred_matrix[(i,j)] altern_list.remove(maxima[0]) distillation_2(cred_matrix) if len(maxima) > 1: #devo costruire la sottomatrice dei massimi #rimuovo quelli che non sono massimi dalla matrice di credibilit maxima_matrix = {} for i in cred_matrix.keys(): maxima_matrix[i] = cred_matrix[i] for k in nonmaxima: #elimino tutti i non_massimi for i,j in maxima_matrix.keys(): if i == k or j == k: del maxima_matrix[(i,j)] #print cred_matrix #then I apply the runoff to the submatrix of maxima runoff(cred_matrix,maxima_matrix, maxima) return ranking #what happens when there are more than two alternatives def runoff_asc(cred_matrix,minima_matrix, minima): scores = {} scores = compute_scores_2(minima_matrix,minima) #first step of the algorithm #find the minima minima_run = [] minimum = min(scores.values()) for i in scores.keys():#create a list with the alternatives that have minimum score if scores[i] == minimum: minima_run.append(i) #check if there is a unique min if len(minima_run) == 1: #if there is a unique max ranking.append(minima_run[0]) #select the winner of the competition #eliminate the winning alternative from the matrix for i,j in cred_matrix.keys(): if i == minima_run[0] or j == minima_run[0]: del cred_matrix[(i,j)] altern_list.remove(minima_run[0]) distillation_2_asc(cred_matrix) elif len(minima_run) > 1:#otherwise put them all together with the same ranking ranking.append(minima_run) #eliminate the winning alternatives from the matrix if len(cred_matrix) > len(minima_run):#se ho altre alternative di cui fare il ranking, rimuovo quelle ottenute for j in minima_run: altern_list.remove(j) for i,k in cred_matrix.keys(): if i == j or k == j: del cred_matrix[(i,k)] distillation_2_asc(cred_matrix) else: #altrimenti l'algoritmo si ferma return ranking def distillation_2_asc(cred_matrix): #there is just one alternative left, the algorithm has to stop if len(cred_matrix) == 1: #print cred_matrix ranking.append(altern_list[0]) #add the last element #are there any more alternatives to rank? if len(cred_matrix) > 1: scores = {} scores = compute_scores_2(cred_matrix,altern_list) #first step of the algorithm #find the minima minima = [] nonminima = [] minima_matrix = [] minimum = min(scores.values()) for i in scores.keys():#create a list with the alternatives that have minimum score if scores[i] == minimum: minima.append(i) else: nonminima.append(i) if len(minima) == 1: #if there is a unique max ranking.append(minima[0]) #select the winner of the competition #eliminate the winning alternative from the matrix for i,j in cred_matrix.keys(): if i == minima[0] or j == minima[0]: del cred_matrix[(i,j)] altern_list.remove(minima[0]) distillation_2_asc(cred_matrix) #if there's more than a minimum if len(minima) > 1: #devo costruire la sottomatrice dei minimi #rimuovo quelli che non sono minimi dalla matrice di credibilit minima_matrix = {} for i in cred_matrix.keys(): minima_matrix[i] = cred_matrix[i] for k in nonminima: #elimino tutti i non minimi for i,j in minima_matrix.keys(): if i == k or j == k: del minima_matrix[(i,j)] #then I apply the runoff to the submatrix of maxima runoff_asc(cred_matrix,minima_matrix, minima) return ranking def ELECTREIII(x): global alternatives alternatives = x ################################# ### credibility matrix ########## ################################# cred_matrix = {} #described by a dictionary taking a tuple (i,j) as key for i in range(n): #assigning the values to the cred_matrix for j in range(n): cred_matrix[(i,j)] = credibility(i,j) ################################ ## computing the threshold ##### ################################ #compute the max element l of the cred_matrix l = max(cred_matrix.values()) #calcolo alpha alpha = a - b*l ############################# ####### distillation ######## ############################# #calculating discending ranking global ranking ranking = [] global altern_list altern_list = range(n) disc_order = distillation_2(cred_matrix) #calculating ascending ranking ranking = [] altern_list = range(n) #reinitializing the credibility matrix cred_matrix = {} #described by a dictionary taking a tuple (i,j) as key for i in range(n): #assigning the values to the cred_matrix for j in range(n): cred_matrix[(i,j)] = credibility(i,j) ''' asc_order = distillation_2_asc(cred_matrix) #the asc_order must be reversed asc_order = asc_order[::-1] #print disc_order, asc_order #turning lists into dictionaries rank_asc = {} ''' rank_disc = {} ''' for i in range(len(asc_order)): if type(asc_order[i]) == list:#means I can iter through it for j in asc_order[i]: rank_asc[j] = i else: #if it is a single number I can make directly the association rank_asc[asc_order[i]] = i ''' for i in range(len(disc_order)): if type(disc_order[i]) == list: for j in disc_order[i]: rank_disc[j] = i else: rank_disc[disc_order[i]] = i ####################################### ##### combining the rankings ########## ####################################### adjacency = np.zeros((n,n)) ''' #compare all pair of alternatives #if i outranks j in one of the two orders and j does not outrank i in the other, i outranks j in the final order #otherwise, they are incomparable #N.B. the lower the ranking, the better for i in range(n): for j in range(n): if i != j: if rank_asc[i] < rank_asc[j] and rank_disc[i] <= rank_disc[j]: adjacency[i,j] = 1 if rank_disc[i] < rank_disc[j] and rank_asc[i] <= rank_asc[j]: adjacency[i,j] = 1 #creating the outranking graph G = nx.DiGraph() G.add_nodes_from(range(n)) for i in range(n): for j in range(n): if adjacency[i,j] == 1: G.add_edge(i,j) indegree = nx.in_degree_centrality(G) rank = {} for i in G.nodes(): rank[i] = (n-1)*indegree[i] #print asc_order #rescaling to an ordinal sequence #let us count the number of distinct elements in the indegree count = 1 for i in range(len(rank.values())-1): if rank.values()[i] != rank.values()[i+1]: count += 1 ''' #sorted_rank = sorted(rank.iteritems(), key=itemgetter(1)) #list representing the pair of values sorted_rank = sorted(rank_disc.iteritems(), key=itemgetter(1)) #list representing the pair of values #transformation to the data sorted_rank = np.array(sorted_rank) for i in range(len(sorted_rank) - 1): if sorted_rank[i + 1][1] - sorted_rank[i][1] > 1: sorted_rank[i + 1][1] = sorted_rank[i][1] + 1 final_rank = {} for i,j in sorted_rank: final_rank[i] = j return sorted_rank #################################### ##### RUN THE ALGORITHM ############ #################################### def decision_ranking(inputs, crit_weights, mitigation_strategies, indiff, pref, veto): dati = pd.read_json(inputs) global m m = len(dati) #number of criteria #normalizing the weights global weights weights = np.array(crit_weights) total_weight = sum(weights) if total_weight == 0: weights = [1./m for i in range(m)] else: weights = weights/total_weight #parameters of the model (vectors) #vetos threshold #concordance threshold #discordance threshold global vetos, pref_thresh, indiff_thresh,a,b vetos = veto pref_thresh = pref indiff_thresh = indiff #threshold parameters a = 0.3 b = 0.15 length = len(dati.keys()) -1 alternatives = np.array([dati[mitigation_strategies[i]] for i in range(length)]) global n n = len(alternatives) #number of strategies N = 101 #number of runs results = [] #saving the ranking for each run for i in range(N): #ripeto N volte #original matrix alternatives = np.array([dati[mitigation_strategies[i]] for i in range(length)]) #random sampled alternat = np.zeros((n,m)) #alternat[i,j] is the random sampling of a poissonian distribution of average alternatives[i,j] for i in range(n): for j in range(m): alternat[i,j] = np.random.poisson(alternatives[i,j]) results.append(ELECTREIII(alternat)) #dictionary assigning to each alternative a list of its rankings ranking_montecarlo = {} #initializing for i in range(n): ranking_montecarlo[i] = [] for i in results: for j in i: #coppia alternative-rank k = int(j[0]) l = int(j[1]) ranking_montecarlo[k].append(l) #now we can compute the median final_ranking_montecarlo = {} for i in ranking_montecarlo.keys(): final_ranking_montecarlo[i] = np.median(ranking_montecarlo[i]) #compute the ranking distribution #occurrences tells us the frequency of ranking r for alternative i occurrences = np.zeros((n,n)) for i in results: for j in i: #coppia alternative-rank k = int(j[0]) #alternative l = int(j[1]) #rank occurrences[k,l] += 1 #everytime I encounter the couple, I increment the frequency #assign their names to the alternatives named_final_ranking = {} for i in final_ranking_montecarlo.keys(): named_final_ranking[dati.keys()[i+1]] = final_ranking_montecarlo[i] + 1 #assegno i nomi e faccio partire il ranking da 1 #assign the names to the ranking distributions ranking_distributions = {} var = 1 for i in occurrences: ranking_distributions[dati.keys()[var]] = i var += 1 #################### ### OUTPUTS DATA ### #################### #print "The medians of the ranking distributions are\n" #print named_final_ranking #print "\n" #print "The ranking distributions are: \n" #print ranking_distributions return (named_final_ranking, ranking_distributions) def ELECTRETri(x): global alternatives alternatives = x ################################# ###### credibility matrix ####### ################################# cred_matrix = np.zeros((n,M)) #initializing the credibility matrix for i in range(n): #assigning the values to the cred_matrix for j in range(M): cred_matrix[i,j] = credibility_tri(i,j) ################################# ### turn the fuzzy into crisp ### ################################# for i in range(n): for j in range(M): if cred_matrix[i,j] > lambd: #if cred is greater than a threshold cred_matrix[i,j] = 1 else: cred_matrix[i,j] = 0 ################################### ########## exploration ############ ################################### pessimistic = {} #per ogni alternativa calcolo quali reference profiles surclassa for i in range(n): pessimistic[i] = [] for j in range(M): if cred_matrix[i,j] == 1: pessimistic[i].append(j) #dopodich individuo il migliore fra questi for i in pessimistic.keys(): pessimistic[i] = min(pessimistic.values()[i]) #trasformo il dizionario in una lista ordinata pessimistic = sorted(pessimistic.iteritems(), key = itemgetter(1)) return pessimistic def decision_sorting(inputs, crit_weights,mitigation_strategies, indiff, pref, veto, prof): dati = pd.read_json(inputs) global m m = len(dati) #number of criteria #normalizing the weights global weights weights = np.array(crit_weights) total_weight = sum(weights) if total_weight == 0: weights = [1./m for i in range(m)] else: weights = weights/total_weight #parameters of the model (vectors) #vetos threshold #concordance threshold #discordance threshold global vetos, pref_thresh, indiff_thresh,lambd vetos = veto pref_thresh = pref indiff_thresh = indiff length = len(dati.keys())-1 alternatives = np.array([dati[mitigation_strategies[i]] for i in range(length)]) global n n = len(alternatives) #number of strategies lambd = 0.75 #alternatives = np.array((dati['Basic building retrofitting'], dati['Enhanced building retrofitting'],dati['Evacuation'],dati['No mitigation'])) #n = len(alternatives) global profiles profiles = prof #profiles = np.array(([5, 5,0,2,1,3,6], [25, 3500000,2500000,7000,180000,80,200],[1000, 2000000000,180000000,2000008,15020000,3000,6000])) global M M = len(profiles) #number of classes N = 101 #number of runs results = [] #saving the ranking for each run for i in range(N): #ripeto N volte #original matrix alternatives = np.array([dati[mitigation_strategies[i]] for i in range(length)]) #random sampled alternat = np.zeros((n,m)) #alternat[i,j] is the random sampling of a poissonian distribution of average alternatives[i,j] for i in range(n): for j in range(m): alternat[i,j] = np.random.poisson(alternatives[i,j]) results.append(ELECTRETri(alternat)) #dictionary assigning to each alternative a list of its categoriess sorting_montecarlo = {} #initializing for i in range(n): sorting_montecarlo[i] = [] for i in results: for j in i: #coppia alternative-rank k = int(j[0]) l = int(j[1]) sorting_montecarlo[k].append(l) #now we can compute the median final_sorting_montecarlo = {} for i in sorting_montecarlo.keys(): final_sorting_montecarlo[i] = np.median(sorting_montecarlo[i]) #we can assign letters instead of numbers for i in final_sorting_montecarlo.keys(): if final_sorting_montecarlo[i] == 0: final_sorting_montecarlo[i] = 'A' elif final_sorting_montecarlo[i] == 1: final_sorting_montecarlo[i] = 'B' elif final_sorting_montecarlo[i] == 2: final_sorting_montecarlo[i] = 'C' #building the probability distribution #occurrences tells us the frequency of ranking r for alternative i occurrences = np.zeros((n,M)) for i in results: for j in i: #coppia alternative-rank k = int(j[0]) #alternative l = int(j[1]) #rank occurrences[k,l] += 1 #everytime I encounter the couple, I increment the frequency #assign their names to the alternatives named_final_sorting = {} for i in final_sorting_montecarlo.keys(): named_final_sorting[dati.keys()[i+1]] = final_sorting_montecarlo[i] #assegno i nomi e faccio partire il ranking da 1 #assign the names to the ranking distributions sorting_distributions = {} var = 1 for i in occurrences: sorting_distributions[dati.keys()[var]] = i var += 1 #################### ### OUTPUTS DATA ### #################### return (named_final_sorting, sorting_distributions) #a = decision_sorting('santorini/scenario1_input.json',[0.2,0.1,0.3,0.0,0.2,0.1,0.1],['EVC_anteEQ1','EVC_anteEQ1_anteEQ2','No Mitigation'], #print a[0],a[1] b = decision_ranking('santorini/scenario1_input.json',[5,3,2,1,2,0,0],['EVC_anteEQ1','EVC_anteEQ1_anteEQ2','No Mitigation'], np.array([0, 50, 50, 2, 50, 2, 20]), np.array([2, 100, 100, 20, 100, 20, 200]), np.array([5, 5000, 5000, 100, 5000, 100, 2000])) print b[0],b[1] #final_sorting, sorting_distribution = decision_sorting('santorini/fhg.json',[0.2 for i in range(8)],['UPS (uninterrupted power supply)','Redundancy within grids','Reinforcement of vulnerable nodes','No Mitigation'], # np.array([5, 5, 5, 5, 5, 5, 5,5]), np.array([50, 50, 50, 50, 50, 50, 50, 50]), np.array([500, 500, 500, 500, 500, 500, 500, 500]), # np.array(([30, 25,20,34,30,20,30,20],[50,50,50,50,50,50,50,50],[1000, 20000,18000,2000,5000,5000,6000,5000]))) #print final_sorting #final_ranking, ranking_distribution = decision_ranking('santorini/fhg.json',[0.2 for i in range(8)],['UPS (uninterrupted power supply)','Redundancy within grids','Reinforcement of vulnerable nodes','No Mitigation'], # np.array([5, 5, 5, 5, 5, 5, 5,5]), np.array([50, 50, 50, 50, 50, 50, 50, 50]), np.array([500, 500, 500, 500, 500, 500, 500, 500])) #print final_ranking
apache-2.0
kklmn/xrt
examples/withRaycing/00_xRayCalculator/calc_carbon_contamination.py
1
1036
# -*- coding: utf-8 -*- __author__ = "Konstantin Klementiev" __date__ = "14 Mar 2019" import numpy as np import matplotlib.pyplot as plt # path to xrt: import os, sys; sys.path.append(os.path.join('..', '..', '..')) # analysis:ignore import xrt.backends.raycing.materials as rm mSi = rm.Material('Si', rho=2.33) mAu = rm.Material('Au', rho=19.3) mC = rm.Material('C', rho=2.26) mAuCont = rm.Multilayer(tLayer=mC, tThickness=10, # in Å bLayer=mAu, bThickness=400, substrate=mSi, nPairs=1, idThickness=2) E = np.linspace(10, 120, 110) # degrees theta = np.radians(7) * np.ones_like(E) rs, rp = mAu.get_amplitude(E, np.sin(theta))[0:2] plt.plot(E, abs(rs)**2, label='s-pol Au') plt.plot(E, abs(rp)**2, label='p-pol Au') rs, rp = mAuCont.get_amplitude(E, np.sin(theta))[0:2] plt.plot(E, abs(rs)**2, label='s-pol Au with 4 nm C') plt.plot(E, abs(rp)**2, label='p-pol Au with 4 nm C') plt.gca().set_title('Reflectivity of clean and contaminated gold') plt.gca().legend() plt.show()
mit
hsiaoyi0504/scikit-learn
doc/datasets/mldata_fixture.py
367
1183
"""Fixture module to skip the datasets loading when offline Mock urllib2 access to mldata.org and create a temporary data folder. """ from os import makedirs from os.path import join import numpy as np import tempfile import shutil from sklearn import datasets from sklearn.utils.testing import install_mldata_mock from sklearn.utils.testing import uninstall_mldata_mock def globs(globs): # Create a temporary folder for the data fetcher global custom_data_home custom_data_home = tempfile.mkdtemp() makedirs(join(custom_data_home, 'mldata')) globs['custom_data_home'] = custom_data_home return globs def setup_module(): # setup mock urllib2 module to avoid downloading from mldata.org install_mldata_mock({ 'mnist-original': { 'data': np.empty((70000, 784)), 'label': np.repeat(np.arange(10, dtype='d'), 7000), }, 'iris': { 'data': np.empty((150, 4)), }, 'datasets-uci-iris': { 'double0': np.empty((150, 4)), 'class': np.empty((150,)), }, }) def teardown_module(): uninstall_mldata_mock() shutil.rmtree(custom_data_home)
bsd-3-clause
deapplegate/wtgpipeline
SeeingClearly_for_coadds.py
1
18684
#! /usr/bin/env python #adam-example# ./SeeingClearly_for_coadds.py /gpfs/slac/kipac/fs1/u/awright/SUBARU//MACS0429-02/W-C-RC/SCIENCE/coadd_MACS0429-02_good/coadd.fits #adam-does# calculates seeing, has a plotting option to check if it's right or not #adam-use# anything #the basics import commands import matplotlib host=commands.getoutput('hostname') if not host.startswith('ki-ls'): matplotlib.use('Agg') from matplotlib.pyplot import * from numpy import * from glob import glob from copy import deepcopy import scipy import itertools #unlikely to need, so comment them out: #from collections import Counter #import cosmolopy #import shutil import hashlib import astropy import astropy.io.fits as pyfits from astropy.io import ascii #shell/non-python related stuff import sys ; sys.path.append('/u/ki/awright/InstallingSoftware/pythons') import time import os import shutil import pdb import re import pickle #my stuff! from fitter import Gauss from UsefulTools import names, FromPick_data_true, FromPick_data_spots, GetMiddle, GetSpots_bins_values, ShortFileString, num2str import imagetools import cattools #super useful image packages #import ds9 from scipy.stats import * from scipy.ndimage import * conn8=array([[1,1,1],[1,1,1],[1,1,1]]) conn4=array([[0,1,0],[1,1,1],[0,1,0]]) #BEFORE PLOTTING tm_year,tm_mon,tm_mday,tm_hour,tm_min,tm_sec,tm_wday, tm_yday,tm_isdst=time.localtime() DateString=str(tm_mon)+'/'+str(tm_mday)+'/'+str(tm_year) FileString=ShortFileString(sys.argv[0]) from numpy import * namespace=globals() import scipy.signal as signal import BartStar import sextract SEXDIR='/u/ki/awright/InstallingSoftware/pythons/sextractimtools/' PLOTDIR='/u/ki/awright/data/eyes/CRNitschke_output/plot_SeeingClearly/' if not 'DATACONF' in os.environ: raise Exception("YOU MUST RUN THIS: . ~/wtgpipeline/progs.ini") steps=arange(.4,2.0,.005) #chose this range and step size, could change later def seeing_clearly_withplot(image,checkplots=1,saveas=None,**kwargs): '''SAME AS seeing_clearly, BUT WITH PLOTTING! Take input image, which could be one chip or a series of 10 chips and return the seeing value of that image. (1) run the sextractor function to make a catalog with the parameters I'll need to identify stars (2) Weight detections by how likely they are to be stars (3) Step along the FWHM axis of the MAG, FWHM plane and find at which point the weighted sum of the neighboring detections is largest. This point is the seeing of the image.''' try: try: header=pyfits.open(image)[0].header except IOError: header=pyfits.open(image[0])[0].header try: FILTER=header['FILTER'] except KeyError: one_only=0 for filt in ["W-J-B","W-J-V","W-C-RC","W-C-IC","W-S-I+","W-S-Z+"]: if filt in image: if one_only==0: one_only=1 else: raise filt_wins=filt if one_only==1: fo=pyfits.open(image,'update') fo.verify('fix') fo[0].header['FILTER']=filt_wins fo.flush() fo.close() header=pyfits.open(image)[0].header FILTER=header['FILTER'] else: raise #####DETERMINE CUT PARAMS##### number_NN=200 #chose this number of nearest neighbors to consider, could change later #cut# dist_cut=.02 #could change later #cut# sat_cut=.95 #could change later #cut# #if 'DATACONF' in os.environ and 'PIXSCALE' in os.environ and 'SATURATION' in os.environ: # DATACONF=os.environ['DATACONF'] # PIXSCALE=float(os.environ['PIXSCALE']) # SATURATION=os.environ['SATURATION'] #else: # raise Exception("YOU MUST RUN THIS COMMAND FIRST: . /u/ki/awright/bonnpipeline/SUBARU.ini") if 'PIXSCALE' in os.environ: PIXSCALE=float(os.environ['PIXSCALE']) else: PIXSCALE=.202 #default to SUBARU 10_3 config config=SEXDIR+'seeing_clearly.sex_coadd.config' CATALOG_NAME=SEXDIR+'seeing_clearly-%s.cat' % (imagetools.id_generator(6),) #set default sextractor parameters if 'DETECT_MINAREA' not in kwargs: kwargs['DETECT_MINAREA']=2 if 'DETECT_THRESH' not in kwargs: #if FILTER=="W-C-RC": # kwargs['DETECT_THRESH']=10.0 # s2n_thresh=10.0 #elif FILTER=="W-J-B": # kwargs['DETECT_THRESH']=7.0 # s2n_thresh=7.0 #adam-try# kwargs['DETECT_THRESH']=7.0 #adam-try# s2n_thresh=7.0 kwargs['DETECT_THRESH']=10.0 s2n_thresh=10.0 else: s2n_thresh=kwargs['DETECT_THRESH'] if 'ANALYSIS_THRESH' not in kwargs:kwargs['ANALYSIS_THRESH']=kwargs['DETECT_THRESH'] FLAG_IMAGE=image.replace('.fits','.flag.fits') if 'FLAG_IMAGE' not in kwargs and os.path.isfile(FLAG_IMAGE): kwargs['FLAG_IMAGE']=FLAG_IMAGE if 'FLAG_TYPE' not in kwargs:kwargs['FLAG_TYPE']= 'AND' WEIGHT_IMAGE=image.replace('.fits','.weight.fits') if 'WEIGHT_IMAGE' not in kwargs and os.path.isfile(WEIGHT_IMAGE): kwargs['WEIGHT_IMAGE']=WEIGHT_IMAGE if 'WEIGHT_TYPE' not in kwargs:kwargs['WEIGHT_TYPE']= 'NONE,MAP_WEIGHT' #####RUN SEXTRACTOR##### #2.2.2#sextractor(image,CATALOG_NAME=CATALOG_NAME,c=config,**kwargs) if type(image)==string_ or type(image)==str: res,RMS_back=sextract.sextractor(image,CATALOG_NAME=CATALOG_NAME,c=config,RMS_back=True,SEEING_FWHM=.7,**kwargs)#chose seeing=.7 since 2.2.2 requires a seeing value, could change later back_rms,back=RMS_back t=ascii.read(CATALOG_NAME,Reader=ascii.sextractor.SExtractor) else: all_images=image all_back_rms=[] all_ts=[] for image_fl in all_images: res,RMS_back_fl=sextract.sextractor(image_fl,CATALOG_NAME=CATALOG_NAME,c=config,RMS_back=True,SEEING_FWHM=.7,**kwargs)#chose seeing=.7 since 2.2.2 requires a seeing value, could change later back_rms_fl,back_fl=RMS_back_fl t_fl=ascii.read(CATALOG_NAME,Reader=ascii.sextractor.SExtractor) all_back_rms.append(back_rms_fl) all_ts.append(t_fl) back_rms=mean(all_back_rms) t=astropy.table.operations.vstack(all_ts) #####CUT OUT SATURATED & ELONGATED THINGS##### #sat_val=scoreatpercentile(t['FLUX_MAX'].data,87) unsaturated=t['FLUX_MAX'].data<(t['FLUX_MAX'].data.max()*sat_cut) #chose sat_cut*100% of the max #the ellipticity cut now depends on the number of stars that pass! def rounder(min_frac_pass_el_cut=.35,el_cut_start=.1): #could change later #cut# el_cut=el_cut_start rounder_box=t['ELLIPTICITY'].data<el_cut #get objects that are sufficiently round while rounder_box.mean()<min_frac_pass_el_cut: #while the ellipticity cut is removing too many objects el_cut+=.01 #lower the standards on how elliptical the objects have to be in order to be considered as stars try: print "Hit ellipticity cut change for ",saveas.split('/')[-1] except AttributeError: pass print "\tnow at %s" % (el_cut) rounder_box=t['ELLIPTICITY'].data<el_cut return rounder_box,el_cut round_box,el_cut=rounder() if round_box.sum()<200 and round_box.__len__()>300 and el_cut<.3: print "Hit the ellipticity changing thing where I decide there needs to be more detections so I artificially change the el_cut...might want to change if I'm just adding in background by doing this!" round_box,el_cut=rounder(min_frac_pass_el_cut=.5,el_cut_start=el_cut) flagcut=(t['FLAGS']==0)*(t['IMAFLAGS_ISO']==0) cut1spots=unsaturated*round_box*flagcut t_better=t[cut1spots] #####SET-UP WEIGHTING SCHEME SO THAT LARGER FLUX DETECTIONS CONTRIBUTE MORE TO THE FOM##### #weight height in yy about these points! yy=log10(t_better['FLUX_MAX'].data) #wt_top_range,wt_bottom_range=scoreatpercentile(yy,95),scoreatpercentile(yy,5) wt_top_range,wt_bottom_range=yy.max(),scoreatpercentile(yy,10) wt_range= wt_top_range-wt_bottom_range def wt_pts(x): wt_val_at_bottom=.1 #could change later wts=(1-wt_val_at_bottom)/wt_range*(x-wt_bottom_range)+wt_val_at_bottom wts[wts<wt_val_at_bottom]=wt_val_at_bottom wts[wts>1]=1 return wts #####START PLOTTING##### if checkplots: f1=figure(figsize=(16,10)) ax1=f1.add_subplot(1,1,1) f2=figure(figsize=(16,10)) ax2=f2.add_subplot(1,1,1) #ax1.set_xlabel('different seeing guesses') ax1.set_ylabel('Figure of Merit\nFOM=sum the of weights of objects with |FWHM-seeing|<%s' % (dist_cut),size=10) ax1.set_title('"Seeing Clearly" calculation figure of merit vs. seeing') #old#ax1.set_title('Plot Checking Seeing calculation\nsolid line=average distance bwtn NN and the seeing guess\ndashed line=1/width of NN flux distribution (normed to fit on these axes)') cut2color=['b','g','r','c','m','y','orange','purple','k'] #####GET DATA AND LISTS NEEDED IN LOOP##### s2n=t_better['FLUX_MAX'].data/back_rms FWHM_IMAGE=t_better['FWHM_IMAGE'].data*PIXSCALE plotspots=[] seeings_wted=[] Etype=0 #default is no error xd,xu=.4,2.0 #xaxis limits #####CALCULATE SEEING FOR DIFFERENT S2N CUT LEVELS UNTIL IT CONVERGES!##### s2ncut_levels=arange(20,36,3) for cut_i,s2ncut in enumerate(s2ncut_levels): cut2spots=s2n>s2ncut Nstars=cut2spots.sum() if Nstars<number_NN: try: print "%s = Nstars<number_NN = %s" % (Nstars,number_NN) if seeings_wted[-2]-seeing_wted<.03: #change back to .02 Etype=1 seeing_final_wted=seeing_wted break else: Etype=2 print "cut2spots.sum()<number_NN without converging, returning nan!" seeing_final_wted=nan break except IndexError: ##if this happens maybe I should take a 2nd look at the saturation and ellipticity cut? raise Exception("if this happens maybe I should take a 2nd look at the saturation and ellipticity cut?") #if cut_i==0: # Etype=3 # print "cut2spots.sum()<number_NN on first loop, returning nan!" # seeing_final_wted=nan # break #elif cut_i==1: # Etype=4 # print "cut2spots.sum()<number_NN on 2nd loop, returning value from 1st loop!" # seeing_final_wted=seeing # break fwhm=FWHM_IMAGE[cut2spots] yy_pc2=yy[cut2spots] foms_wted=[] for s in steps: diffs=fwhm-s #this is the Apr 7th way of doing things: by picking out the closest 200 pts #old#negatives=ma.masked_array(diffs,diffs>0) #old#positives=ma.masked_array(diffs,diffs<0) #old#diffargs=append(negatives.argsort()[-number_NN/2:],positives.argsort()[0:number_NN/2]) #go out a distance from the bin center and count the number of stars in there, multiplied by their weight cut3spots=diffs.__abs__()<dist_cut #IR= In Region IR_flux=yy_pc2[cut3spots] IR_Y_wts=wt_pts(IR_flux) IR_absdiffs=diffs.__abs__()[cut3spots] IR_X_wts=1-IR_absdiffs/dist_cut IR_wts=IR_X_wts*IR_Y_wts IR_fom_wted=(IR_wts).sum() #minmax foms_wted.append(IR_fom_wted) foms_wted=asarray(foms_wted) #get seeing_wted for this s2n iteration from fom_wted min seebin_wted=foms_wted.argmax()#tmp #minmax seeing_wted=steps[seebin_wted] seeings_wted.append(seeing_wted) #handle plotting if checkplots: #lets get the spots for plotting purposes diffs=fwhm-seeing_wted cut3spots=diffs.__abs__()<dist_cut #IR= In Region finalspots=cattools.SpotCutter([cut1spots,cut2spots,cut3spots]) plotspots.append(finalspots) #lets plot the stuff on the top axis ax1.plot(steps,foms_wted,cut2color[cut_i],label='SNR>%s' % (s2ncut,)) ax1.legend();ax1.set_xlim(xd,xu) #handle convergence and asigning final measured seeing value if cut_i>0: #fix: need to make convergence a little more rigorous #if converged get final seeing from seeings_wted if seeings_wted[-2]==seeing_wted: seeing_final_wted=seeing_wted #print "would have final seeing after %s loops: SEEING=%s" % (cut_i,seeing) elif cut_i==5 and abs(seeings_wted[-2]-seeing_wted)<.02: try:seeing_final_wted except NameError: seeing_final_wted=.5*(seeings_wted[-2]+seeing_wted) else: try:seeing_final_wted except NameError: seeing_final_wted=nan Etype=6 ###elif cut_i>=5: #runs at end of s2ncut loop! #else: this only runs if you don't hit a break, but I want it to run every time! try: maybe_missed_stars=fwhm<(seeing_final_wted-dist_cut) num_mms= maybe_missed_stars.sum() frac_mms= maybe_missed_stars.mean() localmaxs_wted=signal.argrelmax(foms_wted)[0] #minmax vals_at_localmaxs=foms_wted[localmaxs_wted] num_minima=len(localmaxs_wted) #ismax=vals_at_localmaxs==foms_wted.max() #aftermax=logical_not(ismax.cumsum()) #vals_aftermax=vals_at_localmaxs[aftermax] #inds_aftermax=localmaxs_wted[aftermax] ss=list(steps);final_ind=ss.index(seeing_final_wted) b4max=localmaxs_wted<final_ind vals_b4max=vals_at_localmaxs[b4max] inds_b4max=localmaxs_wted[b4max] #what if I tried to make this a little better! I'll choose the biggest peak, then see if there are others fom1=vals_at_localmaxs.max() peaks_high_enough=vals_b4max>fom1*.51 Ncandidates= peaks_high_enough.sum() #here I pick out the LARGEST peak b4 the chosen peak. ind_peak_b4max=vals_b4max.argmax() seeing2=steps[inds_b4max[ind_peak_b4max]] fom2=vals_b4max.max() if Ncandidates>1: #it picks out the FIRST peak that passes the cut and is also within 80% of the 2nd peak fomcut=max([fom2*.8,fom1*.51]) peaks_high_enough=vals_b4max>fomcut ind_peak_b4max= peaks_high_enough.argmax() seeing2=steps[inds_b4max[ind_peak_b4max]] fom2=vals_b4max[ind_peak_b4max] if saveas.endswith(".png"): saveas=saveas[:-4]+"-else-not2ndpeak"+".png" else: saveas+="-else-not2ndpeak" #b4-was-working-fine#fom1=vals_at_localmaxs.max() ratio=fom2/fom1 ind2=inds_b4max[vals_b4max.argmax()] ind1=localmaxs_wted[vals_at_localmaxs.argmax()] elseinfo=(num_mms,frac_mms,ratio,seeing2,seeing_wted) seeoff=seeing_wted-seeing2 #if all of these conditions are true, then take the first peak instead of the highest peak! if (seeoff<.28)*(frac_mms>.1)*(num_mms>39)*(ratio>.51): #maybe r=.4, .45, or .5 instead seeing_final_wted=seeing2 print "maybe_missed_stars.sum() =",maybe_missed_stars.sum() print "maybe_missed_stars.mean()=",maybe_missed_stars.mean() if saveas.endswith(".png"): saveas=saveas[:-4]+"-else-rpt51"+".png" else: saveas+="-else-rpt51" except ValueError: elseinfo=(nan,nan,nan,nan,nan) #END s2n cut loop namespace.update(locals()) os.system('rm '+CATALOG_NAME) try: if checkplots: t['FWHM_IMAGE']*=PIXSCALE ax2=BartStar.ShowStars(t,subsample_bools=tuple(plotspots),axes=('FWHM_IMAGE','FLUX_MAX'),ax=ax2,subsample_name='ellipticity<%s & flux<%s*max(flux) & w/in %s of bin center' % (el_cut,sat_cut,dist_cut),first_diff=0) ax2.set_xlim(xd,xu) yu2,yd2=ax2.get_ylim() ax2.plot([seeing_final_wted,seeing_final_wted],[yu2,yd2],'k--',label='SC wted') try: head_see=pyfits.open(image)[0].header['SEEING'] ax2.plot([head_see,head_see],[yu2,yd2],'purple',alpha=.5,label='Header See') except: print "HEADER SEEING WASN'T THERE!" pass ax2.plot([xd,xu],[wt_bottom_range,wt_bottom_range],'r',ls=":",label='range') ax2.plot([xd,xu],[wt_top_range,wt_top_range],'r',ls=":") yu1,yd1=ax1.get_ylim() ax1.plot([seeing_final_wted,seeing_final_wted],[yu1,yd1],'k--') ax2.text(xd+.03*(xu-xd),yd2+.1*(yu2-yd2),'seeings_wted='+(len(seeings_wted)*'%.2f,' % tuple(seeings_wted))[:-1]) ax2.legend() if saveas: print "############### OUTPUT PLOT HERE: ###################" print "### ", saveas print "### ", saveas.replace('.png','_FoM.png') print "############### CHECK IT OUT! ###################\n" if '/' not in saveas: saveas=PLOTDIR+saveas f2.savefig(saveas) f1.savefig(saveas.replace('.png','_FoM.png')) if Etype>0: errfl=open('/u/ki/awright/InstallingSoftware/pythons/sextractimtools/seeing_clearly_errors.log','a+') #errfl=open('/u/ki/awright/InstallingSoftware/pythons/sextractimtools/seeing_clearly_errors-ellcutpt1.log','a+') errfl.write('\n#################################################################\n') for varname,varval in zip(['image','Etype','cut_i','seeings_wted','el_cut','Nstars','round.mean()','unsaturated.mean()','round.sum()','unsaturated.sum()'],[image,Etype,cut_i,seeings_wted,el_cut,Nstars,round_box.mean(),unsaturated.mean(),round_box.sum(),unsaturated.sum()]): errfl.write('%17s = ' % (varname,) + str(varval)+ '\n') errfl.write('#################################################################\n') errfl.flush() errfl.close() namespace.update(locals()) try: return seeing_final_wted, array(all_back_rms) except NameError: return seeing_final_wted,back_rms #return seeing_final_wted,seeings_wted,elseinfo except NameError: #changed things so that convergence should be easier, so if we hit this error it's bad print "changed things so that convergence should be easier, so if we hit this error it's bad" namespace.update(locals()) raise print "Finished without converging, returning nan!" Etype=7 errfl=open('/u/ki/awright/InstallingSoftware/pythons/sextractimtools/seeing_clearly_errors.log','a+') #errfl=open('/u/ki/awright/InstallingSoftware/pythons/sextractimtools/seeing_clearly_errors-ellcutpt1.log','a+') errfl.write('\n#################################################################\n') for varname,varval in zip(['image','Etype','cut_i','seeings_wted','el_cut','Nstars','round.mean()','unsaturated.mean()','round.sum()','unsaturated.sum()'],[image,Etype,cut_i,seeings_wted,el_cut,Nstars,round_box.mean(),unsaturated.mean(),round_box.sum(),unsaturated.sum()]): errfl.write('%17s = ' % (varname,) + str(varval)+ '\n') errfl.write('#################################################################\n') errfl.flush() #tmp: I'm not doing anything here because this hasn't happened yet. I'll cross that bridge later if I come to it try: return nan,all_back_rms except NameError: return nan,back_rms except: namespace.update(locals()) raise if __name__ == "__main__": from adam_quicktools_ArgCleaner import ArgCleaner args=ArgCleaner(sys.argv) #for false_arg in ['-i', '--']: # if false_arg in args: args.remove(false_arg) if len(args)<1: sys.exit() if not os.path.isfile(args[0]): print "args[0]=",args[0] raise Exception(args[0]+" is not a file!") else: img_name=args[0] saveas=img_name.replace('.fits','_SeeingClearly.png') print "Using SeeingClearly to get seeing for: "+img_name seeing,back_rms=seeing_clearly_withplot(img_name,checkplots=1,saveas=saveas) print "RMS of the background in this image is: "+str(back_rms)+"\n\n SeeingClearly.seeing_clearly got (in arcseconds): Seeing="+str(seeing) #show() fo=pyfits.open(img_name,'update') fo.verify('fix') fo[0].header['SEEING']=round(seeing,3) print "SEEING in header: ",round(seeing,3) fo.flush() fo.close()
mit
hep-cce/ml_classification_studies
cosmoDNN/Regression/train.py
2
6820
''' Author: Nesar Ramachandra Implementation of regression using ConvNet. Inverse problem finds 5 parameters corresponding to each image Make changes to include number of parameters to be backtracked, and which ones ''' import numpy as np import load_train_data from model_architectures import basic_model from keras.models import Sequential from keras.layers.core import Dense, Dropout, Activation, Flatten from keras.layers.convolutional import Convolution2D, MaxPooling2D from keras.optimizers import SGD, RMSprop, Adadelta, Adam from keras import backend as K K.set_image_dim_ordering('tf') import time #import tensorflow as tf #sess = tf.Session(config=tf.ConfigProto(log_device_placement=True)) from keras.preprocessing.image import ImageDataGenerator data_augmentation = True time_i = time.time() Dir0 = '../../../../' Dir1 = Dir0+'AllTrainTestSets/JPG/' Dir2 = ['single/', 'stack/'][1] Dir3 = ['0/', '1/'][1] data_path = Dir1 + Dir2 + Dir3 + 'TrainingData/' names = ['lensed', 'unlensed'] data_dir_list = ['lensed_outputs', 'unlensed_outputs'] num_epoch = 300 batch_size = 256 learning_rate = 0.001 # Warning: lr and decay vary across optimizers decay_rate = 0.1 opti_id = 1 # [SGD, Adam, Adadelta, RMSprop] loss_id = 0 # [mse, mae] # mse is always better image_size = img_rows = 45 img_cols = 45 num_channel = 1 num_classes = 2 num_files = 8000*num_classes train_split = 0.8 # 80 percent num_train = int(train_split*num_files) num_para = 5 ''' def load_train(): img_data_list = [] # labels = [] # for name in names: for labelID in [0, 1]: name = names[labelID] for img_ind in range( int(num_files / num_classes) ): input_img = np.load(data_path + '/' + name + '_outputs/' + name + str(img_ind) + '.npy') if np.isnan(input_img).any(): print(labelID, img_ind, ' -- ERROR: NaN') else: img_data_list.append(input_img) # labels.append([labelID, 0.5*labelID, 0.33*labelID, 0.7*labelID, 5.0*labelID] ) img_data = np.array(img_data_list) img_data = img_data.astype('float32') # labels = np.array(labels) # labels = labels.astype('float32') img_data /= 255 print (img_data.shape) if num_channel == 1: if K.image_dim_ordering() == 'th': img_data = np.expand_dims(img_data, axis=1) print (img_data.shape) else: img_data = np.expand_dims(img_data, axis=4) print (img_data.shape) else: if K.image_dim_ordering() == 'th': img_data = np.rollaxis(img_data, 3, 1) print (img_data.shape) X_train = img_data # y_train = np_utils.to_categorical(labels, num_classes) labels = np.load(Dir1 + Dir2 + Dir3 + 'Train5para.npy') # print labels1.shape print(labels.shape) para5 = labels[:,2:] np.random.seed(12345) shuffleOrder = np.arange(X_train.shape[0]) np.random.shuffle(shuffleOrder) X_train = X_train[shuffleOrder] y_train = para5[shuffleOrder] # print y_train[0:10] # print y_train[0:10] return X_train, y_train def read_and_normalize_train_data(): train_data, train_target = load_train() train_data = np.array(train_data, dtype=np.float32) train_target = np.array(train_target, dtype=np.float32) m = train_data.mean() s = train_data.std() print('Train mean, sd:', m, s ) train_data -= m train_data /= s print('Train shape:', train_data.shape) print(train_data.shape[0], 'train samples') return train_data, train_target train_data, train_target = read_and_normalize_train_data() X_train = train_data[0:num_train,:,:,:] y_train = train_target[0:num_train] X_test = train_data[num_train:num_files,:,:,:] y_test = train_target[num_train:num_files] ''' ##------------------------------------------------------------------------------------- ## Load data lens = load_train_data.LensData(data_path = Dir1 + Dir2 + Dir3 + 'TrainingData/') (X_train, y_train), (X_test, y_test) = lens.load_data()[:100] ##------------------------------------------------------------------------------------- model = create_model() print('Using real-time data augmentation.') # This will do preprocessing and realtime data augmentation: datagen = ImageDataGenerator( featurewise_center=False, # set input mean to 0 over the dataset samplewise_center=False, # set each sample mean to 0 featurewise_std_normalization=False, # divide inputs by std of the dataset samplewise_std_normalization=False, # divide each input by its std zca_whitening=False, # apply ZCA whitening rotation_range=180, # randomly rotate images in the range (degrees, 0 to 180) width_shift_range=0.1, # randomly shift images horizontally (fraction of total width) height_shift_range=0.1, # randomly shift images vertically (fraction of total height) horizontal_flip=True, # randomly flip images vertical_flip=True) # randomly flip images # Compute quantities required for feature-wise normalization # (std, mean, and principal components if ZCA whitening is applied). datagen.fit(X_train) # Fit the model on the batches generated by datagen.flow(). ModelFit = model.fit_generator(datagen.flow(X_train, y_train, batch_size=batch_size), steps_per_epoch=X_train.shape[0] // batch_size, epochs=num_epoch, verbose = 2, validation_data= (X_test, y_test ) ) plotLossAcc = False if plotLossAcc: import matplotlib.pylab as plt train_loss= ModelFit.history['loss'] val_loss= ModelFit.history['val_loss'] # train_acc= ModelFit.history['acc'] # val_acc= ModelFit.history['val_acc'] epochs= range(1, num_epoch+1) fig, ax = plt.subplots(1,1, sharex= True, figsize = (7,5)) fig.subplots_adjust(left=None, bottom=None, right=None, top=None, wspace=None, hspace= 0.02) ax.plot(epochs,train_loss) ax.plot(epochs,val_loss) ax.set_ylabel('loss') # ax[0].set_ylim([0,1]) # ax[0].set_title('Loss') ax.legend(['train_loss','val_loss']) # accuracy doesn't make sense for regression plt.show() SaveModel = True if SaveModel: epochs = np.arange(1, num_epoch+1) train_loss = ModelFit.history['loss'] val_loss = ModelFit.history['val_loss'] training_hist = np.vstack([epochs, train_loss, val_loss]) fileOut = 'DeeperRegressionStack_opti' + str(opti_id) + '_loss' + str(loss_id) + '_lr' + str(learning_rate) + '_decay' + str(decay_rate) + '_batch' + str(batch_size) + '_epoch' + str(num_epoch) print(fileOut) model.save('../../ModelOutRegression/' + fileOut + '.hdf5') np.save('../../ModelOutRegression/'+fileOut+'.npy', training_hist) time_j = time.time() print(time_j - time_i, 'seconds')
gpl-3.0
catmiao/trading-with-python
lib/interactiveBrokers/histData.py
76
6472
''' Created on May 8, 2013 Copyright: Jev Kuznetsov License: BSD Module for downloading historic data from IB ''' import ib import pandas as pd from ib.ext.Contract import Contract from ib.opt import ibConnection, message import logger as logger from pandas import DataFrame, Index import os import datetime as dt import time from time import sleep from extra import timeFormat, dateFormat class Downloader(object): def __init__(self,debug=False): self._log = logger.getLogger('DLD') self._log.debug('Initializing data dwonloader. Pandas version={0}, ibpy version:{1}'.format(pd.__version__,ib.version)) self.tws = ibConnection() self._dataHandler = _HistDataHandler(self.tws) if debug: self.tws.registerAll(self._debugHandler) self.tws.unregister(self._debugHandler,message.HistoricalData) self._log.debug('Connecting to tws') self.tws.connect() self._timeKeeper = TimeKeeper() # keep track of past requests self._reqId = 1 # current request id def _debugHandler(self,msg): print '[debug]', msg def requestData(self,contract,endDateTime,durationStr='1 D',barSizeSetting='30 secs',whatToShow='TRADES',useRTH=1,formatDate=1): if isinstance(endDateTime,dt.datetime): # convert to string endDateTime = endDateTime.strftime(timeFormat) self._log.debug('Requesting data for %s end time %s.' % (contract.m_symbol,endDateTime)) while self._timeKeeper.nrRequests(timeSpan=600) > 59: print 'Too many requests done. Waiting... ' time.sleep(10) self._timeKeeper.addRequest() self._dataHandler.reset() self.tws.reqHistoricalData(self._reqId,contract,endDateTime,durationStr,barSizeSetting,whatToShow,useRTH,formatDate) self._reqId+=1 #wait for data startTime = time.time() timeout = 3 while not self._dataHandler.dataReady and (time.time()-startTime < timeout): sleep(2) if not self._dataHandler.dataReady: self._log.error('Data timeout') print self._dataHandler.data return self._dataHandler.data # def getIntradayData(self,contract, dateTuple ): # ''' get full day data on 1-s interval # date: a tuple of (yyyy,mm,dd) # ''' # # openTime = dt.datetime(*dateTuple)+dt.timedelta(hours=16) # closeTime = dt.datetime(*dateTuple)+dt.timedelta(hours=22) # # timeRange = pd.date_range(openTime,closeTime,freq='30min') # # datasets = [] # # for t in timeRange: # datasets.append(self.requestData(contract,t.strftime(timeFormat))) # # return pd.concat(datasets) def disconnect(self): self.tws.disconnect() class _HistDataHandler(object): ''' handles incoming messages ''' def __init__(self,tws): self._log = logger.getLogger('DH') tws.register(self.msgHandler,message.HistoricalData) self.reset() def reset(self): self._log.debug('Resetting data') self.dataReady = False self._timestamp = [] self._data = {'open':[],'high':[],'low':[],'close':[],'volume':[],'count':[],'WAP':[]} def msgHandler(self,msg): #print '[msg]', msg if msg.date[:8] == 'finished': self._log.debug('Data recieved') self.dataReady = True return if len(msg.date) > 8: self._timestamp.append(dt.datetime.strptime(msg.date,timeFormat)) else: self._timestamp.append(dt.datetime.strptime(msg.date,dateFormat)) for k in self._data.keys(): self._data[k].append(getattr(msg, k)) @property def data(self): ''' return downloaded data as a DataFrame ''' df = DataFrame(data=self._data,index=Index(self._timestamp)) return df class TimeKeeper(object): ''' class for keeping track of previous requests, to satify the IB requirements (max 60 requests / 10 min) each time a requiest is made, a timestamp is added to a txt file in the user dir. ''' def __init__(self): self._log = logger.getLogger('TK') dataDir = os.path.expanduser('~')+'/twpData' if not os.path.exists(dataDir): os.mkdir(dataDir) self._timeFormat = "%Y%m%d %H:%M:%S" self.dataFile = os.path.normpath(os.path.join(dataDir,'requests.txt')) # Create file if it's missing if not os.path.exists(self.dataFile): open(self.dataFile,'w').close() self._log.debug('Data file: {0}'.format(self.dataFile)) def addRequest(self): ''' adds a timestamp of current request''' with open(self.dataFile,'a') as f: f.write(dt.datetime.now().strftime(self._timeFormat)+'\n') def nrRequests(self,timeSpan=600): ''' return number of requests in past timespan (s) ''' delta = dt.timedelta(seconds=timeSpan) now = dt.datetime.now() requests = 0 with open(self.dataFile,'r') as f: lines = f.readlines() for line in lines: if now-dt.datetime.strptime(line.strip(),self._timeFormat) < delta: requests+=1 if requests==0: # erase all contents if no requests are relevant open(self.dataFile,'w').close() self._log.debug('past requests: {0}'.format(requests)) return requests if __name__ == '__main__': from extra import createContract dl = Downloader(debug=True) # historic data downloader class contract = createContract('SPY') # create contract using defaults (STK,SMART,USD) data = dl.requestData(contract,"20141208 16:00:00 EST") # request 30-second data bars up till now data.to_csv('SPY.csv') # write data to csv print 'Done'
bsd-3-clause
has2k1/plydata
plydata/dataframe/two_table.py
1
1485
""" Two table verb implementations for a :class:`pandas.DataFrame` """ import pandas as pd from ..types import GroupedDataFrame from ..operators import register_implementations __all__ = [ 'inner_join', 'outer_join', 'left_join', 'right_join', 'anti_join', 'semi_join' ] def inner_join(verb): verb.kwargs['how'] = 'inner' return _join(verb) def outer_join(verb): verb.kwargs['how'] = 'outer' return _join(verb) def left_join(verb): verb.kwargs['how'] = 'left' return _join(verb) def right_join(verb): verb.kwargs['how'] = 'right' return _join(verb) def anti_join(verb): verb.kwargs['how'] = 'left' verb.kwargs['suffixes'] = ('', '_y') verb.kwargs['indicator'] = '_plydata_merge' df = _join(verb) data = df.query('_plydata_merge=="left_only"')[verb.x.columns] data._is_copy = None return data def semi_join(verb): verb.kwargs['how'] = 'left' verb.kwargs['suffixes'] = ('', '_y') verb.kwargs['indicator'] = '_plydata_merge' df = _join(verb) data = df.query('_plydata_merge=="both"')[verb.x.columns] data._is_copy = None data.drop_duplicates(inplace=True) return data def _join(verb): """ Join helper """ data = pd.merge(verb.x, verb.y, **verb.kwargs) # Preserve x groups if isinstance(verb.x, GroupedDataFrame): data.plydata_groups = list(verb.x.plydata_groups) return data register_implementations(globals(), __all__, 'dataframe')
bsd-3-clause
jesusbriales/rgbd_benchmark_tools
src/rgbd_benchmark_tools/evaluate_rpe.py
1
18184
#!/usr/bin/python # Software License Agreement (BSD License) # # Copyright (c) 2013, Juergen Sturm, TUM # All rights reserved. # # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions # are met: # # * Redistributions of source code must retain the above copyright # notice, this list of conditions and the following disclaimer. # * Redistributions in binary form must reproduce the above # copyright notice, this list of conditions and the following # disclaimer in the documentation and/or other materials provided # with the distribution. # * Neither the name of TUM nor the names of its # contributors may be used to endorse or promote products derived # from this software without specific prior written permission. # # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS # "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT # LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS # FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE # COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, # INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, # BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; # LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER # CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT # LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN # ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE # POSSIBILITY OF SUCH DAMAGE. """ This script computes the relative pose error from the ground truth trajectory and the estimated trajectory. """ import argparse import random import numpy as np import sys import h5py _EPS = np.finfo(float).eps * 4.0 def transform44(l): """ Generate a 4x4 homogeneous transformation matrix from a 3D point and unit quaternion. Input: l -- tuple consisting of (stamp,tx,ty,tz,qx,qy,qz,qw) where (tx,ty,tz) is the 3D position and (qx,qy,qz,qw) is the unit quaternion. Output: matrix -- 4x4 homogeneous transformation matrix """ t = l[1:4] q = np.array(l[4:8], dtype=np.float64, copy=True) nq = np.dot(q, q) if nq < _EPS: return np.array(( ( 1.0, 0.0, 0.0, t[0]) ( 0.0, 1.0, 0.0, t[1]) ( 0.0, 0.0, 1.0, t[2]) ( 0.0, 0.0, 0.0, 1.0) ), dtype=np.float64) q *= np.sqrt(2.0 / nq) q = np.outer(q, q) return np.array(( (1.0-q[1, 1]-q[2, 2], q[0, 1]-q[2, 3], q[0, 2]+q[1, 3], t[0]), ( q[0, 1]+q[2, 3], 1.0-q[0, 0]-q[2, 2], q[1, 2]-q[0, 3], t[1]), ( q[0, 2]-q[1, 3], q[1, 2]+q[0, 3], 1.0-q[0, 0]-q[1, 1], t[2]), ( 0.0, 0.0, 0.0, 1.0) ), dtype=np.float64) def read_trajectory(filename, matrix=True): """ Read a trajectory from a text file. Input: filename -- file to be read matrix -- convert poses to 4x4 matrices Output: dictionary of stamped 3D poses """ file = open(filename) data = file.read() lines = data.replace(","," ").replace("\t"," ").split("\n") list = [[float(v.strip()) for v in line.split(" ") if v.strip()!=""] for line in lines if len(line)>0 and line[0]!="#"] list_ok = [] for i,l in enumerate(list): if l[4:8]==[0,0,0,0]: continue isnan = False for v in l: if np.isnan(v): isnan = True break if isnan: sys.stderr.write("Warning: line %d of file '%s' has NaNs, skipping line\n"%(i,filename)) continue list_ok.append(l) if matrix : traj = dict([(l[0],transform44(l[0:])) for l in list_ok]) else: traj = dict([(l[0],l[1:8]) for l in list_ok]) return traj def read_trajectory_h5(dset, matrix=True): """ Read a trajectory from a text file. Input: dset -- a HDF5 dataset of dimensions 8xN with trajectory poses in TUM format matrix -- convert poses to 4x4 matrices Output: dictionary of stamped 3D poses """ list_ok = [] N = dset.shape[1]; for j in range(0,N): l = dset[:,j].tolist(); if l==[0,0,0,0]: continue isnan = False for v in l: if np.isnan(v): isnan = True break if isnan: sys.stderr.write("Warning: line %d of file '%s' has NaNs, skipping line\n"%(i,filename)) continue list_ok.append(l) if matrix : traj = dict([(l[0],transform44(l[0:])) for l in list_ok]) else: traj = dict([(l[0],l[1:8]) for l in list_ok]) return traj def find_closest_index(L,t): """ Find the index of the closest value in a list. Input: L -- the list t -- value to be found Output: index of the closest element """ beginning = 0 difference = abs(L[0] - t) best = 0 end = len(L) while beginning < end: middle = int((end+beginning)/2) if abs(L[middle] - t) < difference: difference = abs(L[middle] - t) best = middle if t == L[middle]: return middle elif L[middle] > t: end = middle else: beginning = middle + 1 return best def ominus(a,b): """ Compute the relative 3D transformation between a and b. Input: a -- first pose (homogeneous 4x4 matrix) b -- second pose (homogeneous 4x4 matrix) Output: Relative 3D transformation from a to b. """ return np.dot(np.linalg.inv(a),b) def scale(a,scalar): """ Scale the translational components of a 4x4 homogeneous matrix by a scale factor. """ return np.array( [[a[0,0], a[0,1], a[0,2], a[0,3]*scalar], [a[1,0], a[1,1], a[1,2], a[1,3]*scalar], [a[2,0], a[2,1], a[2,2], a[2,3]*scalar], [a[3,0], a[3,1], a[3,2], a[3,3]]] ) def compute_distance(transform): """ Compute the distance of the translational component of a 4x4 homogeneous matrix. """ return np.linalg.norm(transform[0:3,3]) def compute_angle(transform): """ Compute the rotation angle from a 4x4 homogeneous matrix. """ # an invitation to 3-d vision, p 27 return np.arccos( min(1,max(-1, (np.trace(transform[0:3,0:3]) - 1)/2) )) def distances_along_trajectory(traj): """ Compute the translational distances along a trajectory. """ keys = traj.keys() keys.sort() motion = [ominus(traj[keys[i+1]],traj[keys[i]]) for i in range(len(keys)-1)] distances = [0] sum = 0 for t in motion: sum += compute_distance(t) distances.append(sum) return distances def rotations_along_trajectory(traj,scale): """ Compute the angular rotations along a trajectory. """ keys = traj.keys() keys.sort() motion = [ominus(traj[keys[i+1]],traj[keys[i]]) for i in range(len(keys)-1)] distances = [0] sum = 0 for t in motion: sum += compute_angle(t)*scale distances.append(sum) return distances def evaluate_trajectory(traj_gt,traj_est,param_max_pairs=10000,param_fixed_delta=False,param_delta=1.00,param_delta_unit="s",param_offset=0.00,param_scale=1.00): """ Compute the relative pose error between two trajectories. Input: traj_gt -- the first trajectory (ground truth) traj_est -- the second trajectory (estimated trajectory) param_max_pairs -- number of relative poses to be evaluated param_fixed_delta -- false: evaluate over all possible pairs true: only evaluate over pairs with a given distance (delta) param_delta -- distance between the evaluated pairs param_delta_unit -- unit for comparison: "s": seconds "m": meters "rad": radians "deg": degrees "f": frames param_offset -- time offset between two trajectories (to model the delay) param_scale -- scale to be applied to the second trajectory Output: list of compared poses and the resulting translation and rotation error """ stamps_gt = list(traj_gt.keys()) stamps_est = list(traj_est.keys()) stamps_gt.sort() stamps_est.sort() stamps_est_return = [] for t_est in stamps_est: t_gt = stamps_gt[find_closest_index(stamps_gt,t_est + param_offset)] t_est_return = stamps_est[find_closest_index(stamps_est,t_gt - param_offset)] t_gt_return = stamps_gt[find_closest_index(stamps_gt,t_est_return + param_offset)] if not t_est_return in stamps_est_return: stamps_est_return.append(t_est_return) if(len(stamps_est_return)<2): raise Exception("Number of overlap in the timestamps is too small. Did you run the evaluation on the right files?") if param_delta_unit=="s": index_est = list(traj_est.keys()) index_est.sort() elif param_delta_unit=="m": index_est = distances_along_trajectory(traj_est) elif param_delta_unit=="rad": index_est = rotations_along_trajectory(traj_est,1) elif param_delta_unit=="deg": index_est = rotations_along_trajectory(traj_est,180/np.pi) elif param_delta_unit=="f": index_est = range(len(traj_est)) else: raise Exception("Unknown unit for delta: '%s'"%param_delta_unit) if not param_fixed_delta: if(param_max_pairs==0 or len(traj_est)<np.sqrt(param_max_pairs)): pairs = [(i,j) for i in range(len(traj_est)) for j in range(len(traj_est))] else: pairs = [(random.randint(0,len(traj_est)-1),random.randint(0,len(traj_est)-1)) for i in range(param_max_pairs)] else: pairs = [] for i in range(len(traj_est)): j = find_closest_index(index_est,index_est[i] + param_delta) if j!=len(traj_est)-1: pairs.append((i,j)) if(param_max_pairs!=0 and len(pairs)>param_max_pairs): pairs = random.sample(pairs,param_max_pairs) gt_interval = np.median([s-t for s,t in zip(stamps_gt[1:],stamps_gt[:-1])]) gt_max_time_difference = 2*gt_interval result = [] for i,j in pairs: stamp_est_0 = stamps_est[i] stamp_est_1 = stamps_est[j] stamp_gt_0 = stamps_gt[ find_closest_index(stamps_gt,stamp_est_0 + param_offset) ] stamp_gt_1 = stamps_gt[ find_closest_index(stamps_gt,stamp_est_1 + param_offset) ] if(abs(stamp_gt_0 - (stamp_est_0 + param_offset)) > gt_max_time_difference or abs(stamp_gt_1 - (stamp_est_1 + param_offset)) > gt_max_time_difference): continue error44 = ominus( scale( ominus( traj_est[stamp_est_1], traj_est[stamp_est_0] ),param_scale), ominus( traj_gt[stamp_gt_1], traj_gt[stamp_gt_0] ) ) trans = compute_distance(error44) rot = compute_angle(error44) result.append([stamp_est_0,stamp_est_1,stamp_gt_0,stamp_gt_1,trans,rot]) if len(result)<2: raise Exception("Couldn't find matching timestamp pairs between groundtruth and estimated trajectory!") return result def percentile(seq,q): """ Return the q-percentile of a list """ seq_sorted = list(seq) seq_sorted.sort() return seq_sorted[int((len(seq_sorted)-1)*q)] if __name__ == '__main__': random.seed(0) parser = argparse.ArgumentParser(description=''' This script computes the relative pose error from the ground truth trajectory and the estimated trajectory. ''') parser.add_argument('groundtruth_file', help='ground-truth trajectory file (format: "timestamp tx ty tz qx qy qz qw")') parser.add_argument('estimated_file', help='estimated trajectory file (format: "timestamp tx ty tz qx qy qz qw")') parser.add_argument('--h5file', help='HDF5 file in which the trajectories are stored as datasets (format: 8xN dataset, with "timestamp tx ty tz qx qy qz qw" as rows)',default="") parser.add_argument('--max_pairs', help='maximum number of pose comparisons (default: 10000, set to zero to disable downsampling)', default=10000) parser.add_argument('--fixed_delta', help='only consider pose pairs that have a distance of delta delta_unit (e.g., for evaluating the drift per second/meter/radian)', action='store_true') parser.add_argument('--delta', help='delta for evaluation (default: 1.0)',default=1.0) parser.add_argument('--delta_unit', help='unit of delta (options: \'s\' for seconds, \'m\' for meters, \'rad\' for radians, \'f\' for frames; default: \'s\')',default='s') parser.add_argument('--offset', help='time offset between ground-truth and estimated trajectory (default: 0.0)',default=0.0) parser.add_argument('--scale', help='scaling factor for the estimated trajectory (default: 1.0)',default=1.0) parser.add_argument('--save', help='text file to which the evaluation will be saved (format: stamp_est0 stamp_est1 stamp_gt0 stamp_gt1 trans_error rot_error)') parser.add_argument('--plot', help='plot the result to a file (requires --fixed_delta, output format: png)') parser.add_argument('--verbose', help='print all evaluation data (otherwise, only the mean translational error measured in meters will be printed)', action='store_true') args = parser.parse_args() if args.plot and not args.fixed_delta: sys.exit("The '--plot' option can only be used in combination with '--fixed_delta'") if args.h5file == "": traj_gt = read_trajectory(args.groundtruth_file) traj_est = read_trajectory(args.estimated_file) else: h5f = h5py.File(args.h5file,'a') dset_gt = h5f[args.groundtruth_file] dset_est = h5f[args.estimated_file] traj_gt = read_trajectory_h5(dset_gt) traj_est = read_trajectory_h5(dset_est) result = evaluate_trajectory(traj_gt, traj_est, int(args.max_pairs), args.fixed_delta, float(args.delta), args.delta_unit, float(args.offset), float(args.scale)) stamps = np.array(result)[:,0] trans_error = np.array(result)[:,4] rot_error = np.array(result)[:,5] if args.h5file != "": # Create subgroup in the parent group of the estimation dataset sample_group = dset_est.parent eval_group = sample_group.require_group('eval/'+args.delta_unit) # Save the evaluation vectors as datasets in the eval group eval_group.create_dataset('stamps', data=stamps) eval_group.create_dataset('allStamps', data=np.array(result)[:,0:4]) eval_group.create_dataset('trans_error', data=trans_error) eval_group.create_dataset('rot_error', data=rot_error) # Save the evaluation metrics as datasets of a single value in the eval group t_rmse = np.sqrt(np.dot(trans_error,trans_error) / len(trans_error)) t_mean = np.mean(trans_error) t_median = np.median(trans_error) t_max = np.max(trans_error) eval_group.create_dataset('t_rmse', data=t_rmse ) eval_group.create_dataset('t_mean', data=t_mean ) eval_group.create_dataset('t_median', data=t_median ) eval_group.create_dataset('t_max', data=t_max ) r_rmse = np.sqrt(np.dot(rot_error,rot_error) / len(rot_error)) * 180.0 / np.pi r_mean = np.mean(rot_error) * 180.0 / np.pi r_median = np.median(rot_error) * 180.0 / np.pi r_max = np.max(rot_error) * 180.0 / np.pi eval_group.create_dataset('r_rmse', data=r_rmse ) eval_group.create_dataset('r_mean', data=r_mean ) eval_group.create_dataset('r_median', data=r_median ) eval_group.create_dataset('r_max', data=r_max ) if args.save: f = open(args.save,"w") f.write("\n".join([" ".join(["%f"%v for v in line]) for line in result])) f.close() if args.verbose: print "compared_pose_pairs %d pairs"%(len(trans_error)) print "translational_error.rmse %f m"%np.sqrt(np.dot(trans_error,trans_error) / len(trans_error)) print "translational_error.mean %f m"%np.mean(trans_error) print "translational_error.median %f m"%np.median(trans_error) print "translational_error.std %f m"%np.std(trans_error) print "translational_error.min %f m"%np.min(trans_error) print "translational_error.max %f m"%np.max(trans_error) print "rotational_error.rmse %f deg"%(np.sqrt(np.dot(rot_error,rot_error) / len(rot_error)) * 180.0 / np.pi) print "rotational_error.mean %f deg"%(np.mean(rot_error) * 180.0 / np.pi) print "rotational_error.median %f deg"%(np.median(rot_error) * 180.0 / np.pi) print "rotational_error.std %f deg"%(np.std(rot_error) * 180.0 / np.pi) print "rotational_error.min %f deg"%(np.min(rot_error) * 180.0 / np.pi) print "rotational_error.max %f deg"%(np.max(rot_error) * 180.0 / np.pi) else: print np.mean(trans_error) if args.plot: import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt import matplotlib.pylab as pylab fig = plt.figure() ax = fig.add_subplot(111) ax.plot(stamps - stamps[0],trans_error,'-',color="blue") #ax.plot([t for t,e in err_rot],[e for t,e in err_rot],'-',color="red") ax.set_xlabel('time [s]') ax.set_ylabel('translational error [m]') plt.savefig(args.plot,dpi=300)
bsd-2-clause
mne-tools/mne-tools.github.io
0.16/_downloads/plot_fdr_stats_evoked.py
24
2752
""" ======================================= FDR correction on T-test on sensor data ======================================= One tests if the evoked response significantly deviates from 0. Multiple comparison problem is addressed with False Discovery Rate (FDR) correction. """ # Authors: Alexandre Gramfort <[email protected]> # # License: BSD (3-clause) import numpy as np from scipy import stats import matplotlib.pyplot as plt import mne from mne import io from mne.datasets import sample from mne.stats import bonferroni_correction, fdr_correction print(__doc__) ############################################################################### # Set parameters data_path = sample.data_path() raw_fname = data_path + '/MEG/sample/sample_audvis_filt-0-40_raw.fif' event_fname = data_path + '/MEG/sample/sample_audvis_filt-0-40_raw-eve.fif' event_id, tmin, tmax = 1, -0.2, 0.5 # Setup for reading the raw data raw = io.read_raw_fif(raw_fname) events = mne.read_events(event_fname)[:30] channel = 'MEG 1332' # include only this channel in analysis include = [channel] ############################################################################### # Read epochs for the channel of interest picks = mne.pick_types(raw.info, meg=False, eog=True, include=include, exclude='bads') event_id = 1 reject = dict(grad=4000e-13, eog=150e-6) epochs = mne.Epochs(raw, events, event_id, tmin, tmax, picks=picks, baseline=(None, 0), reject=reject) X = epochs.get_data() # as 3D matrix X = X[:, 0, :] # take only one channel to get a 2D array ############################################################################### # Compute statistic T, pval = stats.ttest_1samp(X, 0) alpha = 0.05 n_samples, n_tests = X.shape threshold_uncorrected = stats.t.ppf(1.0 - alpha, n_samples - 1) reject_bonferroni, pval_bonferroni = bonferroni_correction(pval, alpha=alpha) threshold_bonferroni = stats.t.ppf(1.0 - alpha / n_tests, n_samples - 1) reject_fdr, pval_fdr = fdr_correction(pval, alpha=alpha, method='indep') threshold_fdr = np.min(np.abs(T)[reject_fdr]) ############################################################################### # Plot times = 1e3 * epochs.times plt.close('all') plt.plot(times, T, 'k', label='T-stat') xmin, xmax = plt.xlim() plt.hlines(threshold_uncorrected, xmin, xmax, linestyle='--', colors='k', label='p=0.05 (uncorrected)', linewidth=2) plt.hlines(threshold_bonferroni, xmin, xmax, linestyle='--', colors='r', label='p=0.05 (Bonferroni)', linewidth=2) plt.hlines(threshold_fdr, xmin, xmax, linestyle='--', colors='b', label='p=0.05 (FDR)', linewidth=2) plt.legend() plt.xlabel("Time (ms)") plt.ylabel("T-stat") plt.show()
bsd-3-clause
pompiduskus/scikit-learn
examples/covariance/plot_sparse_cov.py
300
5078
""" ====================================== Sparse inverse covariance estimation ====================================== Using the GraphLasso estimator to learn a covariance and sparse precision from a small number of samples. To estimate a probabilistic model (e.g. a Gaussian model), estimating the precision matrix, that is the inverse covariance matrix, is as important as estimating the covariance matrix. Indeed a Gaussian model is parametrized by the precision matrix. To be in favorable recovery conditions, we sample the data from a model with a sparse inverse covariance matrix. In addition, we ensure that the data is not too much correlated (limiting the largest coefficient of the precision matrix) and that there a no small coefficients in the precision matrix that cannot be recovered. In addition, with a small number of observations, it is easier to recover a correlation matrix rather than a covariance, thus we scale the time series. Here, the number of samples is slightly larger than the number of dimensions, thus the empirical covariance is still invertible. However, as the observations are strongly correlated, the empirical covariance matrix is ill-conditioned and as a result its inverse --the empirical precision matrix-- is very far from the ground truth. If we use l2 shrinkage, as with the Ledoit-Wolf estimator, as the number of samples is small, we need to shrink a lot. As a result, the Ledoit-Wolf precision is fairly close to the ground truth precision, that is not far from being diagonal, but the off-diagonal structure is lost. The l1-penalized estimator can recover part of this off-diagonal structure. It learns a sparse precision. It is not able to recover the exact sparsity pattern: it detects too many non-zero coefficients. However, the highest non-zero coefficients of the l1 estimated correspond to the non-zero coefficients in the ground truth. Finally, the coefficients of the l1 precision estimate are biased toward zero: because of the penalty, they are all smaller than the corresponding ground truth value, as can be seen on the figure. Note that, the color range of the precision matrices is tweaked to improve readability of the figure. The full range of values of the empirical precision is not displayed. The alpha parameter of the GraphLasso setting the sparsity of the model is set by internal cross-validation in the GraphLassoCV. As can be seen on figure 2, the grid to compute the cross-validation score is iteratively refined in the neighborhood of the maximum. """ print(__doc__) # author: Gael Varoquaux <[email protected]> # License: BSD 3 clause # Copyright: INRIA import numpy as np from scipy import linalg from sklearn.datasets import make_sparse_spd_matrix from sklearn.covariance import GraphLassoCV, ledoit_wolf import matplotlib.pyplot as plt ############################################################################## # Generate the data n_samples = 60 n_features = 20 prng = np.random.RandomState(1) prec = make_sparse_spd_matrix(n_features, alpha=.98, smallest_coef=.4, largest_coef=.7, random_state=prng) cov = linalg.inv(prec) d = np.sqrt(np.diag(cov)) cov /= d cov /= d[:, np.newaxis] prec *= d prec *= d[:, np.newaxis] X = prng.multivariate_normal(np.zeros(n_features), cov, size=n_samples) X -= X.mean(axis=0) X /= X.std(axis=0) ############################################################################## # Estimate the covariance emp_cov = np.dot(X.T, X) / n_samples model = GraphLassoCV() model.fit(X) cov_ = model.covariance_ prec_ = model.precision_ lw_cov_, _ = ledoit_wolf(X) lw_prec_ = linalg.inv(lw_cov_) ############################################################################## # Plot the results plt.figure(figsize=(10, 6)) plt.subplots_adjust(left=0.02, right=0.98) # plot the covariances covs = [('Empirical', emp_cov), ('Ledoit-Wolf', lw_cov_), ('GraphLasso', cov_), ('True', cov)] vmax = cov_.max() for i, (name, this_cov) in enumerate(covs): plt.subplot(2, 4, i + 1) plt.imshow(this_cov, interpolation='nearest', vmin=-vmax, vmax=vmax, cmap=plt.cm.RdBu_r) plt.xticks(()) plt.yticks(()) plt.title('%s covariance' % name) # plot the precisions precs = [('Empirical', linalg.inv(emp_cov)), ('Ledoit-Wolf', lw_prec_), ('GraphLasso', prec_), ('True', prec)] vmax = .9 * prec_.max() for i, (name, this_prec) in enumerate(precs): ax = plt.subplot(2, 4, i + 5) plt.imshow(np.ma.masked_equal(this_prec, 0), interpolation='nearest', vmin=-vmax, vmax=vmax, cmap=plt.cm.RdBu_r) plt.xticks(()) plt.yticks(()) plt.title('%s precision' % name) ax.set_axis_bgcolor('.7') # plot the model selection metric plt.figure(figsize=(4, 3)) plt.axes([.2, .15, .75, .7]) plt.plot(model.cv_alphas_, np.mean(model.grid_scores, axis=1), 'o-') plt.axvline(model.alpha_, color='.5') plt.title('Model selection') plt.ylabel('Cross-validation score') plt.xlabel('alpha') plt.show()
bsd-3-clause
ChinaQuants/zipline
tests/test_rolling_panel.py
12
7118
# # Copyright 2014 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import unittest from collections import deque import numpy as np import pandas as pd import pandas.util.testing as tm from zipline.utils.data import MutableIndexRollingPanel, RollingPanel from zipline.finance.trading import TradingEnvironment class TestRollingPanel(unittest.TestCase): @classmethod def setUpClass(cls): cls.env = TradingEnvironment() @classmethod def tearDownClass(cls): del cls.env def test_alignment(self): items = ('a', 'b') sids = (1, 2) dts = self.env.market_minute_window( self.env.open_and_closes.market_open[0], 4, ).values rp = RollingPanel(2, items, sids, initial_dates=dts[1:-1]) frame = pd.DataFrame( data=np.arange(4).reshape((2, 2)), columns=sids, index=items, ) nan_arr = np.empty((2, 6)) nan_arr.fill(np.nan) rp.add_frame(dts[-1], frame) cur = rp.get_current() data = np.array((((np.nan, np.nan), (0, 1)), ((np.nan, np.nan), (2, 3))), float) expected = pd.Panel( data, major_axis=dts[2:], minor_axis=sids, items=items, ) expected.major_axis = expected.major_axis.tz_localize('utc') tm.assert_panel_equal( cur, expected, ) rp.extend_back(dts[:-2]) cur = rp.get_current() data = np.array((((np.nan, np.nan), (np.nan, np.nan), (np.nan, np.nan), (0, 1)), ((np.nan, np.nan), (np.nan, np.nan), (np.nan, np.nan), (2, 3))), float) expected = pd.Panel( data, major_axis=dts, minor_axis=sids, items=items, ) expected.major_axis = expected.major_axis.tz_localize('utc') tm.assert_panel_equal( cur, expected, ) def test_get_current_multiple_call_same_tick(self): """ In old get_current, each call the get_current would copy the data. Thus changing that object would have no side effects. To keep the same api, make sure that the raw option returns a copy too. """ def data_id(values): return values.__array_interface__['data'] items = ('a', 'b') sids = (1, 2) dts = self.env.market_minute_window( self.env.open_and_closes.market_open[0], 4, ).values rp = RollingPanel(2, items, sids, initial_dates=dts[1:-1]) frame = pd.DataFrame( data=np.arange(4).reshape((2, 2)), columns=sids, index=items, ) nan_arr = np.empty((2, 6)) nan_arr.fill(np.nan) rp.add_frame(dts[-1], frame) # each get_current call makea a copy cur = rp.get_current() cur2 = rp.get_current() assert data_id(cur.values) != data_id(cur2.values) # make sure raw follow same logic raw = rp.get_current(raw=True) raw2 = rp.get_current(raw=True) assert data_id(raw) != data_id(raw2) class TestMutableIndexRollingPanel(unittest.TestCase): def test_basics(self, window=10): items = ['bar', 'baz', 'foo'] minor = ['A', 'B', 'C', 'D'] rp = MutableIndexRollingPanel(window, items, minor, cap_multiple=2) dates = pd.date_range('2000-01-01', periods=30, tz='utc') major_deque = deque(maxlen=window) frames = {} for i, date in enumerate(dates): frame = pd.DataFrame(np.random.randn(3, 4), index=items, columns=minor) rp.add_frame(date, frame) frames[date] = frame major_deque.append(date) result = rp.get_current() expected = pd.Panel(frames, items=list(major_deque), major_axis=items, minor_axis=minor) tm.assert_panel_equal(result, expected.swapaxes(0, 1)) def test_adding_and_dropping_items(self, n_items=5, n_minor=10, window=10, periods=30): np.random.seed(123) items = deque(range(n_items)) minor = deque(range(n_minor)) expected_items = deque(range(n_items)) expected_minor = deque(range(n_minor)) first_non_existant = max(n_items, n_minor) + 1 # We want to add new columns with random order add_items = np.arange(first_non_existant, first_non_existant + periods) np.random.shuffle(add_items) rp = MutableIndexRollingPanel(window, items, minor, cap_multiple=2) dates = pd.date_range('2000-01-01', periods=periods, tz='utc') frames = {} expected_frames = deque(maxlen=window) expected_dates = deque() for i, (date, add_item) in enumerate(zip(dates, add_items)): frame = pd.DataFrame(np.random.randn(n_items, n_minor), index=items, columns=minor) if i >= window: # Old labels and dates should start to get dropped at every # call del frames[expected_dates.popleft()] expected_minor.popleft() expected_items.popleft() expected_frames.append(frame) expected_dates.append(date) rp.add_frame(date, frame) frames[date] = frame result = rp.get_current() np.testing.assert_array_equal(sorted(result.minor_axis.values), sorted(expected_minor)) np.testing.assert_array_equal(sorted(result.items.values), sorted(expected_items)) tm.assert_frame_equal(frame.T, result.ix[frame.index, -1, frame.columns]) expected_result = pd.Panel(frames).swapaxes(0, 1) tm.assert_panel_equal(expected_result, result) # Insert new items minor.popleft() minor.append(add_item) items.popleft() items.append(add_item) expected_minor.append(add_item) expected_items.append(add_item)
apache-2.0
Vvucinic/Wander
venv_2_7/lib/python2.7/site-packages/pandas/sparse/panel.py
9
18717
""" Data structures for sparse float data. Life is made simpler by dealing only with float64 data """ # pylint: disable=E1101,E1103,W0231 import warnings from pandas.compat import range, lrange, zip from pandas import compat import numpy as np from pandas.core.index import Index, MultiIndex, _ensure_index from pandas.core.frame import DataFrame from pandas.core.panel import Panel from pandas.sparse.frame import SparseDataFrame from pandas.util.decorators import deprecate import pandas.core.common as com import pandas.core.ops as ops class SparsePanelAxis(object): def __init__(self, cache_field, frame_attr): self.cache_field = cache_field self.frame_attr = frame_attr def __get__(self, obj, type=None): return getattr(obj, self.cache_field, None) def __set__(self, obj, value): value = _ensure_index(value) if isinstance(value, MultiIndex): raise NotImplementedError("value cannot be a MultiIndex") for v in compat.itervalues(obj._frames): setattr(v, self.frame_attr, value) setattr(obj, self.cache_field, value) class SparsePanel(Panel): """ Sparse version of Panel Parameters ---------- frames : dict of DataFrame objects items : array-like major_axis : array-like minor_axis : array-like default_kind : {'block', 'integer'}, default 'block' Default sparse kind for converting Series to SparseSeries. Will not override SparseSeries passed into constructor default_fill_value : float Default fill_value for converting Series to SparseSeries. Will not override SparseSeries passed in Notes ----- """ ndim = 3 _typ = 'panel' _subtyp = 'sparse_panel' def __init__(self, frames=None, items=None, major_axis=None, minor_axis=None, default_fill_value=np.nan, default_kind='block', copy=False): # deprecation #11157 warnings.warn("SparsePanel is deprecated and will be removed in a future version", FutureWarning, stacklevel=2) if frames is None: frames = {} if isinstance(frames, np.ndarray): new_frames = {} for item, vals in zip(items, frames): new_frames[item] = \ SparseDataFrame(vals, index=major_axis, columns=minor_axis, default_fill_value=default_fill_value, default_kind=default_kind) frames = new_frames if not isinstance(frames, dict): raise TypeError('input must be a dict, a %r was passed' % type(frames).__name__) self.default_fill_value = fill_value = default_fill_value self.default_kind = kind = default_kind # pre-filter, if necessary if items is None: items = Index(sorted(frames.keys())) items = _ensure_index(items) (clean_frames, major_axis, minor_axis) = _convert_frames(frames, major_axis, minor_axis, kind=kind, fill_value=fill_value) self._frames = clean_frames # do we want to fill missing ones? for item in items: if item not in clean_frames: raise ValueError('column %r not found in data' % item) self._items = items self.major_axis = major_axis self.minor_axis = minor_axis def _consolidate_inplace(self): # pragma: no cover # do nothing when DataFrame calls this method pass def __array_wrap__(self, result): return SparsePanel(result, items=self.items, major_axis=self.major_axis, minor_axis=self.minor_axis, default_kind=self.default_kind, default_fill_value=self.default_fill_value) @classmethod def from_dict(cls, data): """ Analogous to Panel.from_dict """ return SparsePanel(data) def to_dense(self): """ Convert SparsePanel to (dense) Panel Returns ------- dense : Panel """ return Panel(self.values, self.items, self.major_axis, self.minor_axis) def as_matrix(self): return self.values @property def values(self): # return dense values return np.array([self._frames[item].values for item in self.items]) # need a special property for items to make the field assignable _items = None def _get_items(self): return self._items def _set_items(self, new_items): new_items = _ensure_index(new_items) if isinstance(new_items, MultiIndex): raise NotImplementedError("itemps cannot be a MultiIndex") # need to create new frames dict old_frame_dict = self._frames old_items = self._items self._frames = dict((new_k, old_frame_dict[old_k]) for new_k, old_k in zip(new_items, old_items)) self._items = new_items items = property(fget=_get_items, fset=_set_items) # DataFrame's index major_axis = SparsePanelAxis('_major_axis', 'index') # DataFrame's columns / "items" minor_axis = SparsePanelAxis('_minor_axis', 'columns') def _ixs(self, i, axis=0): """ for compat as we don't support Block Manager here i : int, slice, or sequence of integers axis : int """ key = self._get_axis(axis)[i] # xs cannot handle a non-scalar key, so just reindex here if com.is_list_like(key): return self.reindex(**{self._get_axis_name(axis): key}) return self.xs(key, axis=axis) def _slice(self, slobj, axis=0, kind=None): """ for compat as we don't support Block Manager here """ axis = self._get_axis_name(axis) index = self._get_axis(axis) return self.reindex(**{axis: index[slobj]}) def _get_item_cache(self, key): return self._frames[key] def __setitem__(self, key, value): if isinstance(value, DataFrame): value = value.reindex(index=self.major_axis, columns=self.minor_axis) if not isinstance(value, SparseDataFrame): value = value.to_sparse(fill_value=self.default_fill_value, kind=self.default_kind) else: raise ValueError('only DataFrame objects can be set currently') self._frames[key] = value if key not in self.items: self._items = Index(list(self.items) + [key]) def set_value(self, item, major, minor, value): """ Quickly set single value at (item, major, minor) location Parameters ---------- item : item label (panel item) major : major axis label (panel item row) minor : minor axis label (panel item column) value : scalar Notes ----- This method *always* returns a new object. It is not particularly efficient but is provided for API compatibility with Panel Returns ------- panel : SparsePanel """ dense = self.to_dense().set_value(item, major, minor, value) return dense.to_sparse(kind=self.default_kind, fill_value=self.default_fill_value) def __delitem__(self, key): loc = self.items.get_loc(key) indices = lrange(loc) + lrange(loc + 1, len(self.items)) del self._frames[key] self._items = self._items.take(indices) def __getstate__(self): # pickling return (self._frames, com._pickle_array(self.items), com._pickle_array(self.major_axis), com._pickle_array(self.minor_axis), self.default_fill_value, self.default_kind) def __setstate__(self, state): frames, items, major, minor, fv, kind = state self.default_fill_value = fv self.default_kind = kind self._items = _ensure_index(com._unpickle_array(items)) self._major_axis = _ensure_index(com._unpickle_array(major)) self._minor_axis = _ensure_index(com._unpickle_array(minor)) self._frames = frames def copy(self, deep=True): """ Make a copy of the sparse panel Returns ------- copy : SparsePanel """ d = self._construct_axes_dict() if deep: new_data = dict((k, v.copy(deep=True)) for k, v in compat.iteritems(self._frames)) d = dict((k, v.copy(deep=True)) for k, v in compat.iteritems(d)) else: new_data = self._frames.copy() d['default_fill_value']=self.default_fill_value d['default_kind']=self.default_kind return SparsePanel(new_data, **d) def to_frame(self, filter_observations=True): """ Convert SparsePanel to (dense) DataFrame Returns ------- frame : DataFrame """ if not filter_observations: raise TypeError('filter_observations=False not supported for ' 'SparsePanel.to_long') I, N, K = self.shape counts = np.zeros(N * K, dtype=int) d_values = {} d_indexer = {} for item in self.items: frame = self[item] values, major, minor = _stack_sparse_info(frame) # values are stacked column-major indexer = minor * N + major counts.put(indexer, counts.take(indexer) + 1) # cuteness d_values[item] = values d_indexer[item] = indexer # have full set of observations for each item mask = counts == I # for each item, take mask values at index locations for those sparse # values, and use that to select values values = np.column_stack([d_values[item][mask.take(d_indexer[item])] for item in self.items]) inds, = mask.nonzero() # still column major major_labels = inds % N minor_labels = inds // N index = MultiIndex(levels=[self.major_axis, self.minor_axis], labels=[major_labels, minor_labels], verify_integrity=False) df = DataFrame(values, index=index, columns=self.items) return df.sortlevel(level=0) to_long = deprecate('to_long', to_frame) toLong = deprecate('toLong', to_frame) def reindex(self, major=None, items=None, minor=None, major_axis=None, minor_axis=None, copy=False): """ Conform / reshape panel axis labels to new input labels Parameters ---------- major : array-like, default None items : array-like, default None minor : array-like, default None copy : boolean, default False Copy underlying SparseDataFrame objects Returns ------- reindexed : SparsePanel """ major = com._mut_exclusive(major=major, major_axis=major_axis) minor = com._mut_exclusive(minor=minor, minor_axis=minor_axis) if com._all_none(items, major, minor): raise ValueError('Must specify at least one axis') major = self.major_axis if major is None else major minor = self.minor_axis if minor is None else minor if items is not None: new_frames = {} for item in items: if item in self._frames: new_frames[item] = self._frames[item] else: raise NotImplementedError('Reindexing with new items not yet ' 'supported') else: new_frames = self._frames if copy: new_frames = dict((k, v.copy()) for k, v in compat.iteritems(new_frames)) return SparsePanel(new_frames, items=items, major_axis=major, minor_axis=minor, default_fill_value=self.default_fill_value, default_kind=self.default_kind) def _combine(self, other, func, axis=0): if isinstance(other, DataFrame): return self._combineFrame(other, func, axis=axis) elif isinstance(other, Panel): return self._combinePanel(other, func) elif np.isscalar(other): new_frames = dict((k, func(v, other)) for k, v in compat.iteritems(self)) return self._new_like(new_frames) def _combineFrame(self, other, func, axis=0): index, columns = self._get_plane_axes(axis) axis = self._get_axis_number(axis) other = other.reindex(index=index, columns=columns) if axis == 0: new_values = func(self.values, other.values) elif axis == 1: new_values = func(self.values.swapaxes(0, 1), other.values.T) new_values = new_values.swapaxes(0, 1) elif axis == 2: new_values = func(self.values.swapaxes(0, 2), other.values) new_values = new_values.swapaxes(0, 2) # TODO: make faster! new_frames = {} for item, item_slice in zip(self.items, new_values): old_frame = self[item] ofv = old_frame.default_fill_value ok = old_frame.default_kind new_frames[item] = SparseDataFrame(item_slice, index=self.major_axis, columns=self.minor_axis, default_fill_value=ofv, default_kind=ok) return self._new_like(new_frames) def _new_like(self, new_frames): return SparsePanel(new_frames, self.items, self.major_axis, self.minor_axis, default_fill_value=self.default_fill_value, default_kind=self.default_kind) def _combinePanel(self, other, func): items = self.items.union(other.items) major = self.major_axis.union(other.major_axis) minor = self.minor_axis.union(other.minor_axis) # could check that everything's the same size, but forget it this = self.reindex(items=items, major=major, minor=minor) other = other.reindex(items=items, major=major, minor=minor) new_frames = {} for item in items: new_frames[item] = func(this[item], other[item]) if not isinstance(other, SparsePanel): new_default_fill = self.default_fill_value else: # maybe unnecessary new_default_fill = func(self.default_fill_value, other.default_fill_value) return SparsePanel(new_frames, items, major, minor, default_fill_value=new_default_fill, default_kind=self.default_kind) def major_xs(self, key): """ Return slice of panel along major axis Parameters ---------- key : object Major axis label Returns ------- y : DataFrame index -> minor axis, columns -> items """ slices = dict((k, v.xs(key)) for k, v in compat.iteritems(self)) return DataFrame(slices, index=self.minor_axis, columns=self.items) def minor_xs(self, key): """ Return slice of panel along minor axis Parameters ---------- key : object Minor axis label Returns ------- y : SparseDataFrame index -> major axis, columns -> items """ slices = dict((k, v[key]) for k, v in compat.iteritems(self)) return SparseDataFrame(slices, index=self.major_axis, columns=self.items, default_fill_value=self.default_fill_value, default_kind=self.default_kind) # TODO: allow SparsePanel to work with flex arithmetic. # pow and mod only work for scalars for now def pow(self, val, *args, **kwargs): """wrapper around `__pow__` (only works for scalar values)""" return self.__pow__(val) def mod(self, val, *args, **kwargs): """wrapper around `__mod__` (only works for scalar values""" return self.__mod__(val) # Sparse objects opt out of numexpr SparsePanel._add_aggregate_operations(use_numexpr=False) ops.add_special_arithmetic_methods(SparsePanel, use_numexpr=False, **ops.panel_special_funcs) SparseWidePanel = SparsePanel def _convert_frames(frames, index, columns, fill_value=np.nan, kind='block'): from pandas.core.panel import _get_combined_index output = {} for item, df in compat.iteritems(frames): if not isinstance(df, SparseDataFrame): df = SparseDataFrame(df, default_kind=kind, default_fill_value=fill_value) output[item] = df if index is None: all_indexes = [df.index for df in output.values()] index = _get_combined_index(all_indexes) if columns is None: all_columns = [df.columns for df in output.values()] columns = _get_combined_index(all_columns) index = _ensure_index(index) columns = _ensure_index(columns) for item, df in compat.iteritems(output): if not (df.index.equals(index) and df.columns.equals(columns)): output[item] = df.reindex(index=index, columns=columns) return output, index, columns def _stack_sparse_info(frame): lengths = [s.sp_index.npoints for _, s in compat.iteritems(frame)] # this is pretty fast minor_labels = np.repeat(np.arange(len(frame.columns)), lengths) inds_to_concat = [] vals_to_concat = [] for col in frame.columns: series = frame[col] if not np.isnan(series.fill_value): raise TypeError('This routine assumes NaN fill value') int_index = series.sp_index.to_int_index() inds_to_concat.append(int_index.indices) vals_to_concat.append(series.sp_values) major_labels = np.concatenate(inds_to_concat) sparse_values = np.concatenate(vals_to_concat) return sparse_values, major_labels, minor_labels
artistic-2.0